Description
Currently looking for an experienced Senior Quantative Analyst to join a tier one investment bank
The main purpose of this role will be to analyse the quantitative risk methodologies for measuring and monitoring credit risk, market risk and ALM
Main responsibilities will involve:
-To use mathematical and technical skills to provide quantitative analysis and support to senior management and other risk departments
-To provide the mathematical and computational expertise required to develop/validate financial models (ALM models/Economic Capital models/derivatives pricing models).
The successful candidate will have:
-Proven track record of counterparty Quantative credit risk analysis
-Previous exposure to equity derivatives, ideally coming from a investment banking background
-An understanding of stochastic calculus and its practical applications in finance Ability to translate financial concepts/payoffs so that a computational model can be built
-A thorough theoretical understanding and practical experience of financial derivatives and associated pricing issues.
-A thorough theoretical understanding and practical experience of quantitative market risk management techniques
-A thorough theoretical understanding and practical experience of quantitative credit risk management techniques
-High level of proficiency in Excel/VBA and ideally C++
-Ability to develop mathematical models in an appropriate language
-Ability to provide timely verbal updates to management on key risk issues
7 Fifty Two Solutions is acting as an Employment Business in relation to this vacancy.