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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