Market Risk - Credit Trading - Contract

Posted 03 May 2020
Salary £300 - £400 per day
LocationLondon
Job type Permanent
ReferenceBBBH102898_1588581340
Contact NameWilliam Shephard

Job description

Responsibilities:

  • Work with the trading desks to ensure the risk measures are properly valued and documented
  • Support with documentation within the team and report up to senior management
  • Performance quantitative analysis on market data and risk functionality (VAR, expected shortfall)
  • Enhance models and tidy up the existing data sets using python or R
  • Actively support with development on risk models for regulatory projects such as FRTB

Skills required:

  • Preferably a quantitative/mathematical degree to at least Masters level
  • Strong knowledge within Credit products
  • Strong knowledge within Derivatives
  • Good IT ability within Python or R
  • Strong communication skills and the ability to work with a variety of stakeholders