CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
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My client, a reputable consultancy firm is looking for Market Risk Quantitative Analyst to join their Quantitative Advisory team based in London.
Participate in and lead in Quantitative Risk engagements with a Market Risk focus and FRTB projects
Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
Assist in preparing reports and project plans that will be delivered to clients and other parties
Develop and maintain productive working relationships with client personnel
Build strong internal relationships within Advisory and across other services
Minimum 3 years relevant market risk quantitative analyst and VaR model development experience
Relevant experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions
Strong academic background including a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally experience in FRTB and CRDIV or calculation of regulatory capital requirements
Modelling background, including experience in model development and model validation of Derivative Pricing, Market Risk and CVA models and experience of standard techniques used
Experience in any of the following software development environments: VBA /Java /C++ / SQL/R/Matlab/.NET
Confident and credible communicator with good technical knowledge and commercial understanding
Project management and strong report writing skills
Experience in stakeholder and client management
Ability to drive business development and contribute to the growth of the company
Please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.