Statera Talent is recruiting a Senior Quantitative Risk Analyst on behalf of a market-leading Buy Side firm based in London.
The firm has a track record of hiring quantitative risk analysts from the sell side. As they are not regulated to the same extent as banks, the role does not involve documentation or model governance. They are purely technical, working with exotic products such as weather derivatives.
The team sits on the trading floor, working directly with traders. Internal moves for strong performers into trading and structuring roles are common. They are a small team, giving you wider visibility than you will have in an Investment Bank.
Responsibilities:
* Develop model methodologies for the calculation of Market (VaR), Credit (CVaR, PFE) and Liquidity Risk (LRR).
* Act as the point of quantitative support across the business.
* Work closely with stakeholders for model enhancements.
Requirements:
* MSc/PhD background in a numerical discipline (Financial Mathematics/Financial Engineering/Applied Mathematics).
* Minimum 3 years of experience working as a quantitative risk analyst.
* Experience developing VaR or CCR models within Investment Banking, Energy Trading or Asset Management.
* Programming skills: Python.
* Strong knowledge of Monte Carlo, options theory and stochastic calculus.
* The ability to articulate complex ideas to senior management is essential.
If you're looking for a more commercial environment, where your quantitative risk skills are highly valued, apply today to learn more.