Senior Quantitative Analyst Market Risk - $1,000 + Super
This is an initial 12 month contract to assist with a major project rebuilding a traded market risk engine.
Quantitative support of a project to replace the Market Risk engine, provide FVA calculation and preparation for FRTB.
Implementation, testing, analysis and documentation of modelling.
Experience and Qualifications needed
Post-graduate degree in quantitative finance/physics/maths/engineering or similar.
Knowledge of analysis tools such as R/SAS/matlab.
Exposure to databases such as SQL server, or similar.
Attention to detail and the ability to manage to deadlines
Strong relationship-building and communication skills
Knowledge of financial markets products.
Knoweldge of Market Risk concepts and methodologies, including APS116.
Experience with any of Adaptiv Analytics, Murex or Calypso would be an advantage.
Experience with XVAs (particularly FVA) or FRTB would be an advantage.
What’s On Offer
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At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.