Senior Quantitative Risk Analyst

London  ‐ Onsite
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Keywords

Description

Senior Quantitative Risk Management Analyst - Contract

A leading London clearing house is seeking senior quantitative risk analysts for a six month initial contract. The company is looking for someone with strong analytical and quantitative skills, particularly knowledge of pricing derivatives. The company is a leader in commodity trading.

Requirements

  • MSc/PhD or MBA in finance, economics or a similar field
  • Excellent knowledge of pricing derivatives
  • Able to demonstrate best practice in developing risk models including Historical & Monte Carlo VaR, and multi-factor and liquidity risk models
  • Some programming experience with C++/C#/R/VBA or SQL is desirable

To Apply

To apply for this role, send your CV or for more information, call Henry Watson

Start date
n.a
From
Alto Venus
Published at
20.07.2013
Project ID:
570346
Contract type
Freelance
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