Quantitative Analyst - Market Risk/VAR

London  ‐ Onsite
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Keywords

Description

Quantitative Analyst - Market Risk/VAR

My client, a Tier 1 Bank is looking for a number of Quantitative Analysts to join on a contract basis.

Responsibilities:

  • Model Validation on VaR/sVaR
  • Maintain and developing the internal library
  • Validation of risk models

Requirements:

  • PhD in a quantitative subject would be beneficial.
  • Previous experience Market Risk

Start date
n.a
From
Alexander Ash Consulting Ltd
Published at
05.01.2018
Project ID:
1478995
Contract type
Freelance
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