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.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Hays are looking to hire a Quantitative Market Risk Analyst to join a large Investment Bank in London. This position will provide a broad set of opportunities to a risk and capital quantitative analyst with a background in market risk to work on a major market risk model development initiative.
Duties Analysing cross-asset market risk historical time-series data, developing model for scenario generation, documenting the modelling approach and range of quantitative tests as per the internal model risk management policy standard. Leading the process end-to-end from the methodology development, documentation to successfully obtaining model validation approval from the model risk management group. Designing and developing software tools for research and in-depth investigation of historical time-series data. Interacting confidently with risk management teams, the front office, market risk technology and model risk management group.
Qualifications Educated to postgraduate level, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, and engineering). PhD or equivalent degree is strongly preferred, but outstanding candidates with an MSc level qualification will also be considered. Experience in one or more of the following is an advantage: derivatives pricing, exotic products, risk management practices, regulation, numerical computation, statistics. IT skills and experience in programming are absolute essential. Python, R, VBA, C/C++, SQL, Unix.