Risk Quant β€” Quant Strategies & Data Group in London

Risk Quant β€” Quant Strategies & Data Group in London

London Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
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At a Glance

  • Tasks: Develop Python solutions and implement market models for risk management.
  • Company: Join Bank of America, a leading financial institution in London.
  • Benefits: Competitive salary, career growth, and collaborative work environment.
  • Other info: Opportunity to collaborate with key teams and enhance your expertise.
  • Why this job: Make an impact on market risk methodologies across various asset classes.
  • Qualifications: Masters/PhD in quantitative fields and strong programming skills in Python, SQL, and C++.

The predicted salary is between 60000 - 80000 Β£ per year.

Bank of America is seeking a highly skilled Risk Quant to join their Quantitative Strategies & Data Group in London. The role involves developing Python-based solutions, implementing market models, and ensuring compliance with regulatory standards.

Ideal candidates should have a Masters/PhD in quantitative fields and proficient programming skills in Python, SQL, and C++.

This position offers the chance to work across multiple asset classes and collaborate with key teams to enhance market risk methodologies.

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Contact Details:

SwiftCruit Recruitment Team

We think you need these skills to ace Risk Quant β€” Quant Strategies & Data Group in London

Python
SQL
C++
Quantitative Analysis
Market Modelling
Regulatory Compliance
Risk Management