Quantitative Modellers – Senior Market Risk positions

 

Competitive remuneration packages based on experience

Work within a specialist team

Exposure to a diverse product range

The Investment Banking arm of this Tier 1 Bank seeks experienced quantitative modellers with a background in either Global Markets or Asset Liability Management (ALM).

With responsibility for the risk management across the Bank’s traded and non-traded risk positions, your role will be to develop and enhance quantitative models as well as validating valuation models used by the front office.

For positions within Interest Rate (ALM) Risk, the following is required:

- advanced knowledge of basis, yield curve, repricing and option risk
- experience of valuation and risk management methods for retail banking products (incl. with embedded optionality) and fixed income derivatives
- quantitative modelling experience in Treasury, ALM or Balance Sheet Management
- MVS/NIER experience

For positions within Market Risk, the following is required:

- exceptional programming skills in C++, Matlab etc. and database knowledge
- advanced qualifications in a quantitative discipline (ideally to Ph.D level)
- extensive knowledge of pricing and risk management techniques for derivative instruments
- prior experience within a front office environment

Both positions require a minimum of 5 years relevant experience gained within a similar environment. These are genuine positions that need to be filled as quickly as possible so don’t delay, apply today.

For more information please contact ????? ????? on (??) ???? ???? or apply directly where you see this advert.