Description
A leading Clearing House is looking to recruit a Quantitative Risk Analyst to focus on the design, development and maintenance of risk management models and applications across a number of asset classes and products for which they provide clearing services (eg Fixed Income, equities, cash, commodities).
The role will also include development and testing of risk models (such as, VaR, expected shortfall or factor based models), pricing models and volatility surfaces, development and maintenance of in-house risk analytics library; Quantitative Analysis. Contribute to improvements in existing risk management techniques and processes through the application of advanced quantitative methods; R&D, research and development in relation to proposed new products.
Required Skills & Experience:
- In-depth financial markets and products experience, either within risk management, product control or Middle Office environment within an investment bank or similar;
- 5-year+ hands-on experience in developing quantitative models, building VaR models, pricing models, and/or quantitative analytics in the equity or rates space, or similar;
- Familiar with portfolio and risk factor back-testing techniques;
- Experience building model prototypes
- Highly numerate with a degree in quantitative finance, mathematics, economics or science-related disciplines, to at least Masters level;
- Advanced Excel and programming competency, in particular VBA, SQL, Java (or C++);
- Strong documentation skills such as LaTeX like documentation;
This is an excellent opportunity to gain great exposure to clearing, work across multi-asset classes and be responsible for risk management methodologies and models from research and development through to implementation. This is an urgent requirement, to be considered, please apply now. We look forward to receiving 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.