Quantitative Analyst - Market Risk
Westminster Abbey, England, United Kingdom
mazars uk
proposals Help with administrative tasks (such as training and recruitment) What are we looking for? Advanced knowledge in derivative pricing, quantitative risk management (covering credit, market and counterparty risk), stochastic calculus, modelling, statistics and probabilities Significant experience either in derivative pricing, credit (PD and LGD modelling) and market (VaR, Expected Shortfall, FRTB) risk modelling Strong experience in using More ❯
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