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This is a great opportunity to join several long term projects within the Equity Risk space. There is plenty of work ahead, you will work on a 6 month rolling contract.
Our client is a leading specalist in the Investment Banking space and they are currently looking for a Quantitative Business Analyst with good knowledge in the Equity space, Python programming and also good knowledge of Greeks and knowledge of VaR also.
The role will involve working towards a new methodology implementation and also work around a new pricing / risk engine.
You must have:
A strong project background and be able to work autonomously, cross functionally, have a good understand of Market Risk - to be able to validate / write functional Risk specs, write test plans and cases.
You must be able to code in Python - ideally also with VBA and SQL also but Python is key.
If you have worked with Risk engine projects that could be very useful.
It is essential that you have strong knowledge on Equities / Derivatives, as well as knowledge of option pricing models, Sensitivities, Delta, Gamma and Vega.
You will also have input in the new Risk Methodology, you will be involved in changes to risk from the new platform, organise meetings and also report any blocking points.
Please do apply to see the full job description and discuss the role in more depth. Ideally you will be available within 4 weeks.