Market Risk / CCR - Quant Analyst (AVP/VP Level)
- Hiring Organisation
- Jobleads-UK
- Location
- Greater London, England, United Kingdom
implement quantitative risk models (including cVaR, CCR and xVA). Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III/IV, FRTB), derivatives pricing techniques, and industry best practices. Lead project teams, mentor and supervise junior team members, and ensure high‐quality delivery. Support business development initiatives, including … opportunities and developing proposals. What we are looking for Minimum of 3‐8 years of relevant experience in quantitative modelling, market risk management, derivatives pricing, or risk advisory within financial services. Demonstrated experience in one or more of the following areas: derivatives pricing, stochastic modelling techniques, statistical methods including ...