Description
Quant Analyst/Graduate Quantitative Analyst - Equities - VaR Risk Models - Must be immediately available
We are currently representing a leading Financial Services organisation who are looking to hire an up and coming Quant Analyst to work on improving their existing VaR model. Based in London, this is offering up to £250. Please note candidates must be immediately available.
Working alongside an Associate Quant Analyst, you will have the opportunity to play an integral part in reviewing and improving the existing VaR model for their Equities division.
You will be responsible for defining the VaR model, producing prototype and benchmark models and testing model behaviour under a number of real/hypothetical scenarios.
Requirements
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Degree or equivalent in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters Level.
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Proven experience of quantitative models and building pricing models.
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Good concept of Equity risk exposure measurement.
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Strong skills in SQL, R, VBA or C#.
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Must be immediately available.
This is an excellent opportunity for someone who has recently graduated and is immediately available to work on exciting initiatives. If you want to hear more, please submit your CV within immediately.
Quant Analyst/Graduate Quantitative Analyst - Equities - VaR Risk Models - Must be immediately available
Kite Consulting Group - Recruiting A-Players. Winners of Best Banking/Financial Services Recruitment Agency 2016.
We believe in maximising recruitment ROI by ensuring that our clients hire an A-Player every time and our candidates have access to the best jobs in the Financial Markets. We work exclusively with CCPs, Exchanges, Broker-Dealers and Post Trade service providers across London and Europe.
We specialise in recruiting top performers across IT & Technology, Change Management, Risk & Compliance and Operations - contract, permanent and executive search.