Manager - Market Risk (Quant)

Manager - Market Risk (Quant) - Campion Pickworth | Career Page

Manager - Market Risk (Quant)

London, England, United Kingdom

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Job Openings Manager - Market Risk (Quant)

About the job Manager - Market Risk (Quant)

Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills.

You will use your quantitative modelling skills on a range of projects;

• Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan
• Model build and validation of VAR, stressed VAR and IRC
• FRTB and IBOR modelling

Qualifications and Experience Required

• Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred
• Professional Qualification e.g. CQF / CFA/ FRM / PRM is advantageous
• Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
• Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability
• Strong experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET
• Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
• Experience in FRTB or IBOR transition would be preferred
• Confident and credible communicator with good technical knowledge and commercial understanding

Please find further job openings from Campion Pickworth at https://campionpickworth.com/vacancies/

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