Junior Quant Risk ManagerQuant Capital is urgently looking for an Associate or Manager Level Quant Risk Manager to join our high profile client. Our client is a well-known Tier 1 European Bank. This Quant role will focus on credit risk modelling, mainly potential future exposure simulations using the Banks Monte Carlo risk framework. The Quant Risk Manager will be joining the credit team looking at bank wide credit risk. The Successful Quant will define, implement, validate and manage models, methodologies, procedures and solutions to measure the portfolio credit risk. Production of credit risk measures, including credits exposure, on a regular basis as well as interpretation of the results, identification and analysis of portfolio concentrations. This role will give you massive exposure to various asset classes as well as models, and the ability to run pricing and valuation from day 1. Their office is state of the art with an atmosphere of bright sharp bankers. PhD In Maths or Stats from Top Tier University (top 20 UK)Some commercial experience of finance, in a Risk environmentC++ Matlab and SQLHave read HullUnderstanding of Black Scholes or Monte Carlo SimulationsUnderstanding of riskStochastic calculusAdvanced StatsThis is an outstanding opportunity to join a growing trading business at a time of significant and interesting growth within the sector. You will gain massive exposure to the cross asset pricing environment as well as learning data flows and serious financial modelling. My client is based in LondonCVA, Model Validation, Quant Analyst Quant Developer Java Scala Algorithm Algo, OO Development Developer C# C++ SQL SQL 2008 Quant Trader Bank C# winforms
Junior Risk Manager in London employer: Quant Capital
At Quant Capital, we pride ourselves on being an exceptional employer, offering a dynamic and innovative work environment that mirrors the culture of leading tech giants like Facebook and Google. Our London office fosters a collaborative atmosphere where employees are encouraged to think critically and make impactful decisions, while also providing ample opportunities for professional growth and mastery of cutting-edge technology in the trading operations space. With a focus on employee well-being and a commitment to excellence, we ensure that our team members are equipped with the tools and support they need to thrive in their roles.
