A Tier 1 Investment Bank based in The City are looking to hire a Quantitative Risk Analyst, to join their Risk Model Validation team.
- Assessing the theoretical framework, implementation and performance of Risk models
- Provide independent analysis of the assumptions underlying the proposed models, their limitations and their relevance for the proposed uses
- Maintain strong relationships with model owners, developers and users
- Experience working as a Quantitative Risk Analyst with exposure to Derivative pricing or Risk models
- Experience using Python or R
- Advanced degree in a quantitative discipline
Please submit a copy of your CV for further information.