My client, a top tier financial services institution based in London is looking for a permanent Market Risk Senior Associate. This will be an ideal role for someone with a strong Market Risk technical or quantitative background. You will be working across interest rates, equities, FX products.
- Margin Models/Pricing Models/Back Testing & Performance
- Default Funds - Stress Testing/ Default Funds - Sizing and allocation
- Exposure Management/ Default Management
- Risk Change
- Projects & Systems
- BAU Reporting
- New Product Approval (NPA)
- Regulatory Radar/ Operational Risk/ Compliance & Internal Audit
- Minimum Master Degree in quantitative finance, mathematics, economics or science-related disciplines
- Minimum 3 to 5 years experience in a quantitative or technical market risk role in investment bank or financial services
- Good product knowledge in cross asset class (ideally Interest rates swaps, FX)
- Very strong knowledge in market risk, VaR calculation, time series, RNiV, Expected short fall, option pricing, understanding of VaR & pricing models
- Proficiency with Python or R/Matlab/C++ and SQL
- Extensive exposure to financial securities and markets.
- Experience of risk exposure measurement, evaluation and management.
Please send your CV to firstname.lastname@example.org in subject quote "MR Senior Associate"
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.