Market Risk Quantitative Analyst
- Category: Insurance
- Location: London
- Date: 2 weeks ago
Market Risk, Quantitative, Analyst, Var, IRC, RNIV, Model, Traded Risk, Development, model development, model validation, Stakeholder, Python, C++,Visual Basics R, London.
My Client, is currently looking for a number of Quantitative Analysts to work within the model review team on the development, maintenance and validation of the Market Risk Models and Methodologies within the Global Traded Risk Portfolio. These changes are in compliance with the IBOR changes and therefore any experience with this area this area would be extremely valuable.
The successful candidate will be responsible for the validation of the market risk models and methodologies and will therefore need a deep understanding and hands on VaR experience. Although this role sits in model review, they will consider candidates form a development background. VaR validation or modelling experience is extremely important. They also have a position that will focus on the IBOR changes for IRC and will consider someone from a Counterparty Credit Risk background for this.
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 VAR modelling or validation
Market Risk Methodology background
IRC and Counterparty credit risk experience
Minimum Masters in Maths/Science/Engineering
Good understanding of VBA/Visual Basics
IBOR/LIBOR/Rates experienceTrading as Aston Carter. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. (phone number removed). Aston Carter is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at .
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