Description
Quantitative Analyst - Matlab, Market Risk, Canary Wharf 6 months
Tier One Investment Bank requires a Quant Analyst to join their team in Canary Wharf working on a Market Risk Methodology project using Matlab
The main responsibilities of this role are working together with other team members on equities market risk methodology projects.
More specifically, the responsibilities include:
*Involve developing and backtesting the equities VaR models;
*Collaborate closely with the Model Validation group on different VaR methodology validation projects
*Collaborate closely with the market risk data team to ensure that the historical data used in calculations are appropriate.
*Collaborate closely with the change teams, to ensure that any changes to methodology are appropriately project-managed for implementation.
*Ensure that all risk models are adequately documented for both internal and external (eg regulatory) purposes
The role would suit a candidate with experience in quantitative risk measurement within an investment bank or, more broadly, with experience in a quantitative role within finance. It is essential that the candidate has a very good understanding of financial mathematics.
Problem solving skills, as well as computational and communication skills, are essential. The candidate should be able to deliver the tasks in a timely manner with solid results.
If you wish to apply for the above position, please call me or email on martin_boulton at hyphen.
Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion.
Adecco is an employment consultancy and operates as an equal opportunities employer.
Hy-phen Limited is acting as an Employment Business in relation to this vacancy.
The Adecco Group UK & Ireland is an Equal Opportunities Employer.