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DATE ADDED: Sat 14/03/2020

Quant Risk Modelling & Analytics

London, UK
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COMPANY: HAYS FINANCIAL MARKETS

JOB TYPE: Permanent, FullTime

SALARY: GBP750.00 - GBP825.00 per day

Risk Modelling Quant


Hays are recruiting for a Risk Modelling Quant to join a leading Bank in the City. You will be working as part of the Exposure Risk Measurement team, who are responsible for developing and maintaining credit exposure models.

Key responsibilities will include;

  • Deliver an assessment of Monte Carlo errors
  • Assist in building collateral methodology
  • Deliver a cash flow methodology


    Experience required;
  • University degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline
  • Quantitative experience, including exposure to derivative pricing models and Monte Carlo simulations preferably across a range of asset classes
  • Analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
  • Experience with high-level programming language (C#, Python, C++) and knowledge of statistical modeling software (e.g. Rstudio, SAS, SQL) is desirable

Hays Specialist Recruitment Limited acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk

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