Description
Quant Business Analyst
Key Skills: Modelling, VBA, SQL, Bloomberg, Reuters, Front Office, Risk Management
A leading risk consultancy is looking for a Quant Business Analyst for a contract to be based in London.
The successful Quant Business Analyst must possess the following experience:
1. Consulting and risk experience in Investment, Corporate or Retail Banking
2. Good understanding of tools used to calculate market and credit risk (such is VaR Calculation, PD, LGD, EAD, Stressed VaR, EPE/Stressed EPE)
3. Production of data requirements
4. Experienced in the development of pricing and risk reporting tools for IR and FX asset classes.
5. Experience of producing calculations Probability Weighted Return (PWR)
6. Experience in model development and model validation
7. Strong VBA and SQL
Please contact Naomi Smith for more details of this project.