Description
The role is in a top asset management firm and would require you to develop, maintain and validate risk models for various types of financial risks (credit, market, IR etc). You will be facing off to key business stakeholders to explain theoretical concepts in an easy-to-understand mannerKey requirements:
- Exceptional quantitative and analytic background.
- Post graduate qualification in a relevant discipline (preferably PhD)
- Relevant industry experience of complex quant modelling.
- Strong computation and analytical programming (C++, MATLAB etc)
- Solid communication and presentation skills to explain concepts to key stakeholders.
The role is an initial six month contract paying up to £575 per day dependant on experience.
To find out more about Real, please visit us on www.realstaffing.co.uk