Accessibility Links

Quantitative Analyst

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: JHED2
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 18/04/2018
Quantitative Analyst for Front Office Risk Modelling Group (Monte Carlo/ PFE / VaR / Back Testing) | Leading Investment Bank

 A top global Investment Bank has developed a new function covering modelling and quantitative risk across all related functions.

 The role is ideal for any one from a quantitative background looking to work in a global investment bank where they can develop their career and skill set to work within a leading financial institution. The bank is looking to rapidly expand and is interested in seeing the best academic candidates from a background in market 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;
  • Post Graduate Qualification in Mathematics/ Statistics/ Engineering or equivalent quantitative background (PhD)
  • Experience working with VaR / Monte-Carlo Simulation / Back Testing / exposure management)
  • Excellent programming skills essential (MATLAB, SQL, C++, Python)
  • High degree of analytical skills
  • English (verbal / written); (any other European language a bonus)
  • Risk or quant background would be preferable but if not must excellent academic background
  • Enthusiastic and keen to learn and develop skill set in a financial setting
Similar jobs
SVP Stress Testing
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$180000 per year
  • Description A globally renown investment bank located in Midtown, Manhattan is seeking an accomplished risk professional with diverse risk, financial and strategy experience to join their innovate enterprise risk
Head of Portfolio Construction/ Research
  • Job type: Permanent
  • Location: Connecticut
  • Salary: US$150000 - US$200000 per year
  • Description Things You Will Be Doing Performing portfolio risk analysis using a variety of factor models to generate the risk exposure and P&L attributionInfluence and design current and new risk
Prime Brokerage Risk FCM Specialist VP/ED
  • Job type: Permanent
  • Location: New York
  • Salary: US$200000 - US$275000 per year + Competitive
  • Description A leading prime brokerage risk group is looking to bring on a senior level member either at the VP or ED levels who is exceptionally well versed in the FCM space! In this high exposure role
Senior Credit Analyst - Project Finance & Private Equity
  • Job type: Permanent
  • Location: Singapore
  • Salary: S$120000 - S$160000 per annum
  • Description Our client is a leading International Financial Services firm with strong presence across Asia Pacific. We are hiring a Senior Credit Analyst to be based in Singapore and this role will cover project
VP - Model Risk
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$120000 - US$165000 per year
  • Description A Global Investment Bank is looking to hire a Vice President to their Model Risk Management team. This role will specifically be focused on reviewing and challenging their wholesale credit risk models