Description
Market Risk Quantitative SME- London - Daily rate contract
My client are a global investment banking client and due to project demands, they are recuiting for a talented Market Risk Quant SME.
Key requirements:
Strong Quant Methodology experience
Significant Market risk data experience
VAR modelling, VAR and SVaR
Basel 2
Good experience working in quant environment
Pricing model quants, Yule curve/inflation/equities/FX
Analytical/data/simulation expertise
Please send your CV in response and you will be called for a confidential discussion
We are an equal opportunities employer and welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation, gender reassignment, marriage and civil partnerships, pregnancy or maternity or age