Market Risk Modeller
A Top Tier Investment Bank is recruiting for a Market Risk Modeller to join their Analytics function on a long term contracting basis, with the scope to turn permanent.
The Market Risk Modeller will be responsible for methodology development, analysis and prototyping as well as creating the theoretical framework for the calculation of DRC.
The Successful Market Risk Modeller will have the following skills:
- Experience in building and DRC, ES and NMRF models
- A practical, working understanding of FRTB
- Experience in building prototypes within Python and Matlab
- Excellent knowledge of Market Risk Methodology
- Quantitative educational background ideally up to Masters level
- Previous experience as a Market Risk Modeller within a Top Tier Investment bank
If you are interested in this position, please send an updated CV or call, asking for Nefeli.
To find out more about Huxley, please visit our website.
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy