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The client is looking for a Quantitative Market Risk Manager to build out a margining framework which is currently built in Python and runs 10 products, to which they are looking to add another 10. This will be a projects-focused role, where together with the Quant team, you will ensure that the company's risk appetite is constantly monitored and you will gain valuable insight into the asset classes involved.
- expert in Python
- commodities product knowledge (or equities)
- detailed understanding of market risk controls and frameworks
- relevant exotic options knowledge
- strong Greeks background
C++ is desired, but not essential
For more information, please reach out with your CV & contact details.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
Internal Number: 5001385
About McGregor Boyall
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