Market Risk Quantitative Associate

Randstad Financial & Professional Ltd
London (Greater)
GBP50k - GBP60k pa
10 Nov 2017
16 Nov 2017
Contract Type
Full Time
An immediate opportunity has arisen for a Quantitative Market Risk Associate to join our client; a leading Investment Bank based in the City of London, on a permanent basis.

Your day to day responsibility will be to maintain and support market risk models while keeping in line with FRTB regulatory framework, providing analysis to support the Risk function and participating in quarterly model review performance.

The successful candidate must have strong Quantitative Analysis skills within Market Risk, proficiency with a coding language such as Python, R or C++ and a good understanding of advanced risk models and their Regulatory Requirements.

Experience required,

- MSc within a statistical an Mathematical field
- A deep understanding of Investment Banking products.
- Experience working with Market Risk Quantitative Analysis.
- Strong communication and stakeholder management skills
- Good coding skills in C++, Python or R

If you are interested in this role and have similar experience to that outlined above, please apply with your up to date CV for a full specification.

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
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