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Quant Risk Analyst | London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: CRHS2
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance, Risk Management
  • Date posted: 29/01/2018
Quantitative Analyst | PhD or MSC
Exceptional salary + bonus

A top global investment bank has developed a new function covering modelling and quantitative risk across all related functions in the bank.

The role is ideal for any one from a quantitative background looking to work in a Bank where they can develop their career and skill set to work within a leading financial institution. The bank is looking to develop this newly created function in Berlin and is interested in seeing the best academic candidates from a background in credit risk or quantitative modelling.

The role will involve working with all areas of quantitative analysis and risk within the bank globally with a focus on project work in developing and implementing new models into teams across the main financial hubs.

The successful candidate will likely have the following background and skill set;
  • Degree in Mathematics/ Statistics/ Engineering or equivalent quantitative background
  • High degree of analytical skills
  • English (verbal / written);
  • Risk or quant background would be preferable but if not must have education background in risk or quantitative finance.
  • VBA,  EXCEL and C++ is a must
  • Enthusiastic and keen to learn and develop skill set in a financial setting
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