Market Risk Senior Associate

My client, a top tier financial services institution based in London is looking for a permanent technical Market Risk Associate/Senior Associate. This will be an ideal role for someone with a strong Market Risk technical or quantitative background. You will be working across equities, interest rates, FX products.

Responsibility:

  • 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

Requirements:

  • Minimum Master Degree in quantitative finance, mathematics, economics or science-related disciplines
  • 1 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++
  • Extensive exposure to financial securities and markets.
  • Experience of risk exposure measurement, evaluation and management.

Please send your CV to phoebecheung@taylorroot.com in subject quote "MR Associate"

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