About Our Client Our client is a leading financial services firm offering a full range of corporate banking and global market products and we are recruiting for a Market Risk Quantitative Analyst . This is an expansion role and we are looking for experienced candidates who are keen to join a strong brand name to scale and develop their career. You will be given the opportunity to work with a strong quantitative team to grow the your career and quantitative skills with the Market Risk Team.
Responsibilities for Market Risk Quantitative Analyst, Financial Services
- Pricing and validation for models for assets such as FX, IR, Credit, Equity and Commodity derivatives.
- Developing automation tools to validate market risk models
- Construct controls to mitigate model risk and market uncertainty.
- Identify sources of model risk by reviewing model components.
- Communicate the model review results to the rest of the team and senior management.
Requirements for Market Risk Quantitative Analyst, Financial Services
- Minimum Degree in Quantitative Discipline (Physics, Statistics, Mathematics, Finance, Engineering etc.)
- At least 5 or 8 years working experience in developing or validating quantitative pricing and risk models in traded market risk
- Proficient in stochastic modelling techniques, stochastic calculus, Monte Carlos simulation and PDE modelling is required.
- Candidates with IBOR Transition/OIS curve construction experience will be advantageous.
- Advanced programming skills in C++, Matlab, VBA, R, Python will be beneficial