Equity Market Risk Quantitative Analyst
Greater London, England, United Kingdom
Jefferies
Risk Analytics – Equity market risk quantitative analyst 6 Months contract - strong possibility of extension Financial Services/Banking/Investment Banking experience essential Strong experience with Market Risk modeling for equity derivatives products required About: Our client (a global investment bank) is seeking a quantitative analyst/risk modeler with 5 - 8 years of specific financial industry experience to join the Risk Analytics team. Focus of this position is on Market Risk modeling for equity derivatives products. Responsibilities Acting as the SME and liaising with front office, technology, and market … risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR more »
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