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Quantitative Risk Analyst, Market and Counterparty Risk Modelling - Assistant Vice President

Recruiter
Apollo Solutions
Location
London (Hybrid), United Kingdom
Salary
£105000 - £115000 per annum, Benefits: Benefits
Closing date
14 Dec 2023
Reference
BH-10814

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Employer Sector
Financial Services
Contract Type
Permanent
Hours
Full Time
Job Type
Risk Analysis, Risk

Job Details

Quantitative Market Risk - Assistant Vice President
*£105k - £110k + Excellent Benefits + Flexible Working*

My leading, Investment Banking Client is on the search for a highly skilled Quantitative (Market and / or Counterparty Credit) Risk Assistant Vice President to join their growing team. This role is a Hybrid-Role based in London.

Responsibilities Quantitative (Market Risk and/or Counterparty Credit Risk) - Assistant Vice President:

  • Participate in projects, related to Market Risk topics across multiple Asset Classes.
  • Investigate, analyse and design risk methods, respecting the aims of accurately capturing risks whilst considering system or other constraints;
  • Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimisation and promotion of the code to the production environment;
  • Contribute to the quality assurance processes surrounding risk measurement including back-testing and the VaR Adequacy (P&L Explain) process; cooperate with the risk model validation teams in the review and approval of risk models;
  • Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS);

Essential skills:
  • 5 years + experience within the Quantitative Risk space
  • A strong interest in Market Risk and /or Counterparty Credit Risk best practises, financial markets and economic developments;
  • A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance;
  • Proven experience in a quantitative risk modelling capacity;
  • A practical knowledge of derivatives, their risk drivers and the models used to price them; sound understanding of stochastic processes and their application to risk factor simulations;
  • Exposure to market risk methodologies

This is an excellent opportunity to join a well established Investment Banking Organisation. Competitive salary, benefits, and flexible working. If you are interested, please apply now.

Company

Headquartered in London and with satellite offices in New York and Amsterdam, Apollo Solutions is a market-leading recruitment business specialising in two core sectors: Corporate Governance & Technology. It is what we know, and we do it well.

For over a decade, we have been successfully providing bespoke talent solutions globally, building partnerships that last. Whether you are a candidate or a client, we aim to provide the best possible service using our strong industry network, market knowledge and consultative, personalised approach.

We offer Permanent, Contract and Executive Search staffing solutions across:

  • Corporate Governance: Audit, Risk, Compliance, Forensic Accounting, Valuations & Economics Technology: Cybersecurity, Data & Analytics, Software, DevOps, Infrastructure & Cloud

Whether you are looking to grow your team, or find the right fit for your career ambitions, we are there with you every step of the way. After all, our success comes from your success.

Get in touch now and find out how we can work together!

Company info
Telephone
+44(0)20 3167 3167
Location
8 Devonshire Square
London
EC2M 4PL
United Kingdom

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