Description
Large Banking Client is in need of strong Quant Analysts to join their Market Risk Function.
Candidates will have the chance to work of various market leading projects including the FRTB and the chance to take part in end to end model development within the Front Office
Requirements
- Strong experience in C++ or Python Programming
- Experience in Market Risk Modelling or Methodology
- Knowledge of FX or Rates
- Knowledge and experience of FRTB would be desirable.
- MSC or PHD (or equivalent) in mathematical Discipline
Send cvs ASAP for this opportunity