Junior Quant Risk Manager

Junior Quant Risk Manager

Quant Capital is urgently looking for an Associate or Manager Level Quant Risk Manager to join our high profile client.

Our client is a well-known Tier 1 European Bank.

This is a small team growing significantly; they have grown 100% so far this year.

This Quant role will focus on credit risk modelling, mainly potential future exposure simulations using the Banks Monte Carlo risk framework.

The Quant Risk Manager will be joining the credit team looking at bank wide credit risk. The Successful Quant will define, implement, validate and manage models, methodologies, procedures and solutions to measure the portfolio credit risk.

Production of credit risk measures, including credits exposure, on a regular basis as well as interpretation of the results, identification and analysis of portfolio concentrations.

This role will give you massive exposure to various asset classes as well as models, and the ability to run pricing and valuation from day 1. You should be looking to learn from people who enjoy passing on their knowledge. Their office is state of the art with an atmosphere of bright sharp bankers.

Quant Analysts MUST have:

  • PhD In Maths or Stats from Top Tier University (top 20 UK)
  • Some commercial experience of finance, in a Risk environment
  • C++ Matlab and SQL
  • Have read Hull
  • Understanding of Black Scholes or Monte Carlo Simulations
  • Understanding of risk
  • Stochastic calculus
  • Advanced Stats

This is an outstanding opportunity to join a growing trading business at a time of significant and interesting growth within the sector. You will gain massive exposure to the cross asset pricing environment as well as learning data flows and serious financial modelling. This is a UNIQUE opportunity to be in a small team with responsibility from day 1.

My client is based in London

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