Market Risk Quantitative Analyst
|Job Title:||Market Risk Quantitative Analyst|
|Salary:||£500 - £650 per day|
|Contact Name:||Jovi Cheung|
|Job Published:||8 months ago|
Key Skills : Python, Matlab, VaR, Market Risk, CVA, Pricing/Valuation
I'm currently working with a high profile client on a major 3 month project looking for Market Risk Quantitative Analyst.
You objective will be to Validate, Review and Stress Test the client's current Market Models for their current performance and analyse their strengths and weaknesses, propose changes to said models
You will be involved with "hands on" model validation following SR 11-7 guidelines, validating Market Models, producing reports and reviews on the performance of those models to senior management, as well as presenting possible alternatives/enhancements on current models.
*You MUST have dedicated model validation experience for this role*
The following skills are essential;
1.Strong Python, Matlab, C++ skills
2. Background in ForEx, Equity, Financial Instruments is essential
3. Strong record in stress testing and model validation/review
4.2.1 or above degree within statistics or Mathematics
5. Experience working within Financial Services
Experience of the following will be advantageous but not essential,
1.A track record of working within the Financial Services Sector
2.A record of working independently on major projects.
An initial 3 month role with a likelihood of extension.
Parallel Consulting is a multi-awarding winning, global leader in Analytics & Data Science recruitment.
With over 12 years expertise, we assist our clients within Analytics, Customer & Marketing Insight, Web Analytics, Big Data, Data Science, Credit Risk and BI.
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