Market Risk Quantitative Analyst

Eames Consulting UK
21 Jul 2017
15 Aug 2017
Contract Type

My client, a top tier investment bank is looking for a Market Risk Quantitative Analyst to join their team.

Job Responsibilities:

  • Development and enhancement of market risk models (VaR, Stressed VaR, IRC, CRM and RNIV) to ensure ongoing appropriateness.
  • Involvement in key deliverables, both for internal and external requirements.
  • Regulatory related analysis on Market Risk Models: VaR, Stressed VaR, IRC, CRM and RNIV.
  • Input into the Model Validation process.
  • Ongoing monitoring and evaluation of market risk models including backtesting, RNIV framework etc.
  • Involvement in analysis and interpretation of key regulatory requirements.


  • An excellent academic background, including an advanced degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences or engineering.
  • Up-to-date working knowledge of regulatory requirements and change, specifically those emanating from Basel and European regulatory authorities including PRA.
  • Demonstrable experience in delivering enhancements to risk models.
  • Good knowledge of financial products is essential, including an understanding of risk representations (including greeks) and a solid understanding of risk management concepts such as VaR and Stressed VaR.

Please send your CV to