Quantitative Analyst - Market Risk Models - London - Inside IR35 - Hybrid (3 Days Office)
Core
Develop, maintain, and enhance quantitative market risk models for global trading businesses, supporting risk measurement, control, and stress testing.
Role type
Quantitative Analyst (Market Risk Models)
Builds
Market risk models, stress testing frameworks, and model controls for trading businesses
Domain
Financial Services / Capital Markets / Market Risk
Deliverable
production ML models
Required skills
Python, Value-at-Risk (VaR), Market Risk methodologies, Derivatives products, Quantitative modelling techniques, Probability and statistics, Mathematical analysis, Statistical analysis
Preferred skills
Stress testing frameworks, Rates/FX/Credit/Inflation/Equity products, Model Validation interaction, Pricing models, Derivative valuation methodologies
Responsibilities
Develop and maintain market risk models, Support VaR and stress testing methodologies, Enhance model controls and monitoring frameworks, Investigate model issues and propose improvements, Support implementation and testing of model changes, Assist with new product and payoff onboarding, Work with validation teams to address model findings, Support business and risk stakeholders with quantitative investigations
Seniority
Mid-Senior, hands-on IC
