Senior Quantitative Analyst

Recruiter
Anonymous
Location
London
Salary
50000.00 - 90000.00 GBP Annual + GBP50000 - GBP90000/annum
Posted
22 Jul 2017
Expires
19 Aug 2017
Sector
Accounting
Contract Type
Permanent
C++, Visual Basic, R, VAR, Pricing Model., Market Risk, Model Validation,Challenger Model, Benchmark Model, Model Audit,

I am currently conducting a search on behalf of a specialist investment bank, who are building out a team within traded and non traded market risk modelling.

The successful candidate will be expected to perform deep dive model reviews through analysis of data, documentation, and challenger builds. this is a high authority team that will face off to the regulators in addition to working with model methodology teams across the bank.

Key responsibilities:

* Model validation activities: inclusive of documentation review, benchmark modelling, and regulatory submissions
* Daily management of team relationships across model development, methodology, in addition to senior stakeholders at the Head of level
* Facing off to external regulators for submission of model documentation
* Project management
* Acting as an advisor to various risk teams for the correct stress testing, validation and estimation methodologies

Requirements:

* At least 2 years experience within a Market Risk or quantitative function in investment banking
* Experience in market risk model development, validations, or audit
* Demonstrable proficiency in C++, Visual Basic, or R
* Demonstrable knowledge of VAR, pricing models
* Minimum of a Masters in a quantitative/ Mathematical subject

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice (url removed) By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities