Description
Market Risk Analyst - Swaptions - Model Validation - Investment Banking
We are currently representing a highly prestigious Investment Banking organisation who are looking to hire a Quantitative Risk Analyst Engineer to join one of the most dynamic and established teams in the city.
You will be involved in the launch of a number of new products on the trading system of this organisation. The two main new products will be Swaptions and Inflation. You will be involved in validating and developing existing market risk models, whilst stress testing these models.
Requirements:
A detailed understanding of Swaptions and Inflation.
Previous experience in model validation and developing market risk models.
Extensive experience in Market Risk Modelling
A background in Stress Testing and VAR.
This is a fantastic opportunity to work on an exciting project in an established Investment Banking organisation.
If you feel you have the relevant experience outlined above, please apply now to secure this fantastic position.
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.