Description
Quantitative Risk Analyst- Model Development
A leading Clearing House is looking to take on a Quantitative Risk Analyst, specialising in Model Development. This role will entail the development and maintenance of internal risk management models and tactical applications. This is a contact role based in London and currently offering a daily salary of £.
This is a great opportunity to work across a wide range of asset classes, including equities, rates and commodities. It will involve the development of risk models (VaR, expected shortfall or factor based models, volatility surfaces and pricing models), as well as their in-house risk analytics library. You will also be expected to research and develop new products and contribute to improvements in existing risk management techniques and processes.
Requirements:
- In depth financial markets and products experience, preferably within risk management, product control or Middle Office environment.
- At least 5 years of experience in developing quantitative models- VaR models, pricing models or quantitative analytics in the equity or rates space.
- Experience building model prototypes.
- Strong financial education background in a numerical discipline (Masters level or equivalent).
- Strong knowledge of equity products.
- Matlab or R competency required.
- Advanced Excel and programming competency (VBA, SQL, Java, C++) is a must.
This is a fantastic opportunity to work with a leading organisation within the exchange and clearing space. Should you feel you have the necessary experience outlined above and would like to explore this opportunity in more detail, we welcome your application.
Kite Consulting Group is the UK's leading Market Infrastructure Recruitment Business. As recruitment partner exclusively to leading Clearing, Exchange and Trading Infrastructure businesses across Europe we have a deep and focused knowledge of our specialist business areas and are recognised leaders in our field. For more information please visit our website.