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Market Risk Quant Analyst - Equity Derivatives -Investment Bank

£800 to £1,000

London / Contract / Ref: AA/TR/01/18/MRQA

Market Risk Quant Analyst - Equity Derivatives - Investment Bank. A leading investment bank are bringing their market risk models further in line with contemporary regulations and have a fantastic opportunity for a Market Risk Quantitative Analyst to test and modify VaR and other market risk models.

This will involve undertaking quantitative research to establish appropriate methodologies for market risk and regulatory capital management, as well as proposing and delivering changes to quant models. IT will entail utilising a solid understanding of equity derivatives pricing, quantitative finance, VaR and risk capital models, as well as stress testing methodologies, and proven experience in model development and model validation.

You should apply for this role if you are/have:

  • 8+ years quantitative analysis experience in top investment banks
  • PhD or Masters in a relevant quantitative discipline
  • Model validation and/or model development experience
  • Strong VaR, risk capital, and stress testing methodologies
  • Equity derivatives pricing knowledge is highly desirable
  • Strong C++ or Python programming experience

This is an £800-£1000/day contract role based London initially for six months.

Alexander Ash Consulting is acting as an agency Apply now

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