Market Risk Trim Quant Analyst
7 days ago
Job description Lunalogic UK is looking for an experienced Marlet Risk Quant analyst to contribute to ensuring the bank complies with regulatory requirements on IMA (Internal Model Approach) models for market risk. Specifically the role will entail performingthe necessary research and deliver the developmental evidence in order to assess model risk around market risk capital measures, such as the Incremental Risk Charge Measure (IRC) and the Comprehensive Risk Measure
- Contribute to the delivery of the methodology projects, gathering and documenting requirements, considering all stakeholders' interest, regulatory requirements and any potential deficiencies in the current methods exposed by quality assurance;
- Investigate, analyse and design risk methods to measure model performance and model risk
- Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for the production environment;
- Ensure the risk methods are adequately documented to support internal reviews and validation by internal auditors or regulators, by providing sufficient developmental evidences (i.e. materiality studies, description of assumptions, benchmarking against externalmethodologies and justification of methodological choices); take the lead in ensuring the successful review by model validation teams.
- A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance;
- Proven experience in a quantitative finance environment, preferably in a market risk modelling capacity;
- Design and implementation of quantitative models, using C# or C++ in a source controlled environment;
- Knowledge of credit risk models (such as Incremental Risk Charge, Comprehensive Risk Measure and Default Risk Charge) and exposure to market risk methodologies will be favoured.
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Market Risk Quant
3 days ago
London, United Kingdom eFinancialCareers Full time**Market Risk Quant** A leading Investment Bank has an immediate requirement for Quantitative Analysts to join their Market Risk Analytics team. You will hold strong academics in a Mathematical, Statistical or Engineering discipline. This is a London based role with 2/3 days per week in the office. **Skills**: - Market risk - VAR - SVAR - IRC -...
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Quant Analyst – Pricing
4 months ago
London, United Kingdom Quant Capital Full timeQuant Analyst – Pricing 110k 24% In Contract BonusQuant Capital is urgently looking for a Quant Analyst to join our high profile client.Our client is a well-known major global exchange.You will be part a team building cutting-edge applications and services supporting cross-asset trading and risk management. The successful candidate will have a passion for...
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Market Risk Analyst
5 days ago
London, United Kingdom Venn Group Full time** Market Risk Analyst - Quant Risk Venn Group are currently recruiting for a Market Risk Quant Analyst to join a bank in London. This rolling-contract position exists within the Risk department’s Strategy team and is expected to be a multi-year project. The purpose of this role is to assist with the development of the bank’s profitability models,...
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Risk Trading Quant
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London, United Kingdom Paritas Recruitment - Risk Full timeParitas Recruitment - Risk London, United KingdomPosted 16 minutes ago Permanent £80k - £110k - K- Posted by - Keith Jones- Manager - Risk Management & Quantitative AnalyticsFollow - Model Validation Quant in a dynamic and expanding team based in the City. Risk Trading Quant - Model Validation A leading European Bank is currently recruiting for Model...
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Quant Analyst
5 days ago
London, United Kingdom eFinancialCareers Full time**Quant Developer, Quant Analyst, Banking, Finance, Python, C#,** **Quant, Front Office, Risk, Risk Management, Delta **We are looking to on board a Quant Developer / Quant Analyst with financial services experience to join our Quantitative Analytics team, and be responsible for the development of advanced analytics and automation tools for the derivatives...
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Quant Consultant Quant Trading
7 days ago
London, United Kingdom Quant Capital Full timeQuant Consultant Quant TradingTo 75k Plus PackageQuant Capital is urgently looking for a Quant Pre Sales Consultant to join our high profile client.Our client is a well-known leading provider of integrated risk, analytics and trading solutions for the global financial markets. Their clients include some of the largest global financial institutions and banks,...
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Quant Consultant Quant Trading
6 days ago
London, United Kingdom Quant Capital Full timeQuant Consultant Quant TradingTo 75k Plus PackageQuant Capital is urgently looking for a Quant Pre Sales Consultant to join our high profile client.Our client is a well-known leading provider of integrated risk, analytics and trading solutions for the global financial markets. Their clients include some of the largest global financial institutions and banks,...
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Quant Consultant Quant Trading
6 days ago
London, United Kingdom Quant Capital Full timeQuant Consultant Quant TradingTo 75k Plus PackageQuant Capital is urgently looking for a Quant Pre Sales Consultant to join our high profile client.Our client is a well-known leading provider of integrated risk, analytics and trading solutions for the global financial markets. Their clients include some of the largest global financial institutions and...
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Quant Developer for Insurance Exchange
2 weeks ago
London, Greater London, United Kingdom Quant Capital Full timeAre you a skilled developer looking for a challenging role in the financial industry?Salary: £150,000 Plus BonusQuant Capital is seeking a Quant Analyst / Algo Developer to join our team in London. This is a key hire for our continued success and would ideally suit an independent worker who enjoys a smaller team with a chance to make maximum impact.The...
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Highly Skilled Quant Risk Developer
1 month ago
London, Greater London, United Kingdom Quant Capital Full timeJob Summary:We are seeking a highly skilled Quant Risk Developer to join our team at Quant Capital in Central London. This is an exciting opportunity for a motivated and experienced software engineer to develop cutting-edge applications and services for cross-asset trading and risk management.Key Responsibilities:
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Quant Developer
2 weeks ago
London, Greater London, United Kingdom Quant Capital Full timeRole OverviewWe are seeking a talented Quant Developer to join our team at Quant Capital in London. This is an exciting opportunity to work on a greenfield project building out buy and sell side trading algorithms for a high-profile FinTech insurance exchange.The successful candidate will lead the market in developing complex pricing and risk models, working...
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Market Risk Quant
1 week ago
London, United Kingdom eFinancial Careers Full time**Key Responsibilities** This is a senior role responsible for development and analysis of market risk (MR) models, in the equity (EQ) space. The core objectives are - Develop/re-design market risk models (especially for Equity products) for accurate measurement of VaR, Risks Not in VaR, etc. as per internal risk and regulatory requirements - Understand...
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Vp Quant Analyst
20 hours ago
London, United Kingdom Hays Specialist Recruitment Limited Full timeVP Quant Analyst | Model Development and Validation | Up to £110k + bonus Are you an experienced Quantitative Developer or Analyst in the Risk Space? Do you want to step up to Vice President level? Do you want to work for a Global Investment Bank across all their Risk Teams? A Global Investment Bank are looking for a VP Quantitative Analyst to develop and...
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Senior Quant Risk Analyst
2 days ago
London, United Kingdom Arthur Full timeArthur is pleased to be partnered with a leading, specialist insurer based in the heart of the city Your new role will be working as a Senior Quant Risk Analyst supporting the Head of Risk and Capital in the continuous development, maintenance, effective operation and embedding of the risk and capital management, monitoring and reporting framework. In...
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Financial Markets Risk Modeler
2 weeks ago
London, Greater London, United Kingdom Quant Capital Full timeJob OverviewWe are seeking a Financial Markets Risk Modeler to join our team at Quant Capital in London.The successful candidate will lead the development of complex pricing and risk models for our insurance exchange platform, leveraging stochastic calculus, partial differential equations, Monte Carlo simulations, statistics, and numerical algorithms.The...
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Commodities Quant Risk Analyst
3 days ago
London, United Kingdom eFinancialCareers Full time**Commodities Quant Risk Analyst** **London based** Our client trades LNG, gas, power and energy attributes - and connects independent producers, suppliers and corporate off-takers in the wholesale energy markets. This team provides a risk management capability to support commodity trading activities, origination and asset development. You will provide a...
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Quant Developer for Insurance Exchange
2 weeks ago
London, Greater London, United Kingdom Quant Capital Full timeJob OverviewQuant Capital is a leading FinTech company that has developed a global network for automated insurance trading. We are currently seeking an experienced Quant Developer to join our team in London.As a Quant Developer, you will play a crucial role in building and implementing complex pricing and risk models using stochastic calculus, partial...
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Market Risk Quant
3 days ago
London, United Kingdom eFinancialCareers Full time**Description**: The role will reside within Firm Risk Managements Risk Analytics Department, specifically the Market Risk Analytics team. The Market Risk Analytics team is responsible for the development of market risk methodology and market risk models which feed directlyinto the firms internal and regulatory capital calculations and risk management...
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Quant Developer
5 days ago
London, United Kingdom eFinancialCareers Full timeWe are looking to on board a Quant Developer with financial services experience to join our Quantitative Analytics team, and be responsible for the development of advanced analytics and automation tools for the derivatives business across all asset classes. In this team you will collaborate with front office users to understand requirements and propose new...
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Investment Bank Quant Analyst
3 weeks ago
London, Greater London, United Kingdom Top-Tier Global Investment Bank Full timeCompany Overview Our client is a top-tier global investment bank seeking to hire a quant analyst to join its expanding front office quant team in London. With a solid background as a fixed income quant, you will provide modeling & pricing (e.g., building tools & applications and developing the quant model library in C++ & C#).Salary The salary...