Description
Quant Support Consultant - Tier 1 BANK
London
12 months
£40 - £60 per hour
An established Tier 1 bank urgently require 2 Quants Support Consultants to join the growing market risk team of 12 consultants. The role will involve supporting the portfolio risk models for market risk measurement and market risk capital requirements & working collaboratively with the rest of MRA.
To apply for the role, the successful candidate must have:
Proven experience in a quantitative finance environment,
A practical knowledge of derivatives, their risk drivers and the models used to price them; sound understanding of stochastic processes and their application to risk factor simulations;
Exposure to at least one of the following asset classes: FX, Interest Rate, credit, equity, commodities, preferably from a risk management perspective;
A good understanding and awareness of the regulatory framework for banks is desirable.