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The team is steadily growing, provides a great work – life balance and is well respected in the quantitative space. The firm provides an excellent career progression structure and many of the staff in this function have been promoted over the last twelve months.
Key Responsibilities will include:
Market Risk modelling in regards to FRTB requirements
Development of derivative pricing models
Maintenance and enhancements of the VaR and Expected Shortfall Models
Liaising with other business stakeholders on Market Risk Model changes
Providing Technical Guidance and Expertise on Market Risk Model related matters
The role requires a candidate with experience in market risk quantitative analytics and/or pricing model development, an understanding of regulatory driven (FRTB) projects is ideal, as is proficiency with relevant programming languages.
In return, the starting basic salary will be in the range of £65,000 - £85,000 plus bonus and benefits.