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Risk Model Developer | London

this job appointment has expired

Location United Kingdom,

Remuneration £80000 - £100000 per annum

Employment type perm

Updated 10th Jan 2018

Company Selby Jennings

Contact Christopher Harris

Phone 020 3758 8900

Email click here

Quant Analyst for Risk Model Development / Validation Group | London


A leading financial services firm is looking to expand their risk analytics function by bringing in a strong quantitative analyst to work on alongside the model development, model validation and risk model documentation teams across market risk.

The model coverage will include:

  • Bank wide stress testing models
  • Fixed income / exotic derivatives valuation models
  • Market Risk Methodology
  • ALM model

With the multi-asset class exposure this role offers quant analysts a chance to expand their skill set rapidly within a growing team and provides the perfect platform to launch a hugely successful career in finance.

Key Requirements

  • Excellent academic background with quantitative / statistical / numerical focus
  • Strong understanding of the US financial markets
  • Good communication skills
  • Knowledge of financial regulations such as Basel II / III, Dodd-Frank etc .. is a bonus
  • MATLAB / SAS / R / C

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