Description
Quantitative Business Analyst/Consultant/Analyst/SME - Investment Banking - Murex/Sophis
Key Skills:
- Hands on experience of setting up VaR Modules within Murex or Sophis
- Quantitative background (statistics, general mathematics and university level)
- Good knowledge in such asset classes as IR&FX, Equity, Inflation, Commodity
- Derivative pricing
- Business Analysis
One of my banking clients is looking to hire 2 Quantitative Business analysts to assist the Quant analytics and modelling departments, the roles on offer are 3 month rolling contracts.
Requirements:
Quantitative and mathematical knowledge at university level Experience with VaR based Measures for Market Risk and conceptually understand measurements of risk. Experience in Markets area with knowledge on valuation and risk measures of derivative products for different product classes (Interest Rates, FX, Equities and Commodities). Practical experience with VaR model set up in Front Office or Risk systems, preferably experience with Murex and Sophis. Candidates must be able to make translation from model documentation to implementation review methodologies.
If this role is of interest please call Matthew Burger or email.