Quantitative Risk Analyst

Recruiter
Aston Carter
Location
London
Salary
70000.00 - 120000.00 GBP Annual
Posted
13 Feb 2017
Closes
19 Feb 2017
Category
Accounting
Function
Analytics
Contract Type
Permanent
Hours
Full Time

My client is Global Investment Bank who are looking for an experienced Quantitative Analyst to head up their model validations team, working on all statistical models in US across the global brand.

This team is responsible for model and trade approvals concerning all asset classes within Credit Derivatives and Insurance, as well as identifying and documenting the risk arising from these models.

This is an opportunity to head up a team that will provide subject matter advisory to teams on a international scale, and work on a daily basis with senior stakeholders such as the Global Head of Model Validation.

Key responsibilities:

  • Contributing to the development of benchmark pricing models with the trading departments
  • Acting as an SME for all quantitative methods attributed to credit, Fixed Income, hybrid derivatives and insurance
  • liaising on a daily basis with international teams across trading, risk, and modelling, as well as reporting directly to Global Heads

Key Skills and Competencies:

  • Coding With C++
  • Knowledge of Fixed Income, credit derivatives, and insurance
  • Experience within a Quantitative environment
  • Demonstrable Knowledge of Insurance regulatory frameworks
  • Demonstrable experience within model building and model validations

Those that feel they are a strong candidate should forward their profiles

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.