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Market Risk Quantitative Analyst - 6 month contract, Python, R.

Market Risk Quantitative Analyst - 6 month contract, Python, R. (MOR3JP00005467) London, England

Market Risk Quantitative Analyst - 6 month contract - PAYE

 

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. We provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

 

Primary Responsibilities:

The role will work on the enhancing market risk models and risk calculations with a focus on requirements associated with regulatory projects e.g. SWD, TRIM, FRTB. Core responsibilities include: 

• Development, review and enhancement of market risk models and associated risk capital and risk management calculations.
• Contribution to key regulatory deliverables as well as analysis and interpretation of key regulatory requirements.
• Development of extensions and additional capabilities to market risk capital calculations.
• Collaborate with the other teams (data, IT, change management) to ensure that model changes and extensions are appropriately implemented.
• Support model developers throughout the model development and implementation cycle by providing ad-hoc analysis or any other relevant request
• Document model extensions and associated developmental analysis, present results to partners and stakeholders


Skills required 
• An excellent academic background, including an advanced degree in a quantitative discipline, such as quantitative finance, statistics/mathematics, sciences or engineering. 
• Relevant experience in quantitative risk roles within an investment bank or in similar quantitative roles within finance
• Good understanding of quantitative risk including good knowledge of financial products and their risk representation. 
• Demonstrable experience in delivering enhancements to models, ability to produce high quality, accurate work, under pressure and to tight deadlines
• Excellent mathematical, analytical, problem solving and troubleshooting skills
• Strong programming skills and demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation. 
• Advanced knowledge of at least one prototyping programming language ( e.g. Python, R) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain 
• Strong communication skills for written, graphical and verbal presentations and ability to explain complicated concepts clearly to business partners and present proposals in a clear and precise manner.

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