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My client, a top tier investment bank is looking for a Market Risk Quantitative Analyst, VP to join their Market Risk Quant Analytics team based in London. You will be responsible for FRTB methodology analysis and FRTB model implementation.
Maintenance of current risk applications and models
Come up with clear and solid designs to implement proposed modelling changes, to deliver in dynamic, agile, and often ambiguous contexts
Deliver prototypes using or extending as appropriate our Python-based modelling platform
Develop the models in C++/Python/R and assist IT to integrate them into the production system.
Participate to the design and the development of a robust, scalable, and extendible Market Risk solutions and their integration into the Risk engines framework.
Support Risk, FO and IT users of our analytics
Familiarity with market risk models (ideally with VaR) or pricing models.
Familiarity with and experience in the implementation of the FRTB Framework
Quantitative & statistical skills, knowledge of financial concepts & products
Organized, with great attention to detail; strategic thinker, capable to deliver on time
Ideally Python or R or C++ programming skills. Ideally should include scientific stack (numpy pandas, scipy etc...), multi-processing, caching, and handling complexity
Please send your CV to email@example.com
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.
Internal Number: 6151076
About Taylor Root
eFinancialCareers is a career site specializing in financial services.