Description
Market Risk, Quantitative, Analyst, Var, IRC, RNIV, Model, Traded Risk, Development, Stakeholder, Matlab, London.
My Client, a top tier Investment Bank is currently looking for a Quantitative Analysts to work on the development and maintenance of the Market Risk Models and Methodologies within the Global Traded Risk Portfolio.
The successful candidate will be responsible for the development of the IRC model and methodologies and will therefore need a deep understanding and hands on experience of Matlab. The successful candidate must be familiar with the IRC metrics within a professional environment.
You will be coordinating the delivery on project developments, building prototypes to capture risk and generate overall improvements on the models. The role will also involve communication directly with the stakeholders to ensure the new risk models are understood and best practice is adhered to.
The candidate must also have:
- Very strong knowledge of IRC
- Minimum Masters in Maths/Science/Engineering
- Good understanding of Matlab
- Quantitative/Statistical background