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Quant Risk Analyst - Market & Counterparty Risk Modelling - AVP
Job Summary London Permanent JN -022024-1955346 Feb 02, 2024 Competitive Job Description Global investment bank seeks an AVP level Quant Analyst as part of its expanding Risk Analytics function covering market and counterparty risk modelling. Role sits in the quantitative modelling team with overall responsibility for market, liquidity and counterparty credit risk methods within the bank. Organisationally, it is embedded in the Risk Models and Regulatory group which which is part of the RISK Function of the group. The RISK Function is globally accountable for the definition of official risk policies, guidelines and procedures, as well as the quantification and monitoring of risks taken


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