Market Risk Quantitative Analyst

Details:
  • Salary:
  • Category: Insurance
  • Location: London
  • Date: 2 weeks ago
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Description:

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
Quantitative/Statistical background
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 .

To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to .

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield

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