Junior Quant Risk Management

Our client are looking to hire a Junior Quant Risk Manager on an initial 12 month contract:

Key Responsibilities

• Assist the team in conducting empirical studies which help make recommendations on margin levels, modeling issues, and other risk-mitigation measures.
• Work to develop strategies to perform back-testing to ensure the adequacy of margin coverage and model assumptions.
• Develop quality assurance test cases to test the code developed for margin methodologies.
• Develop tools to clean and synchronize large sets of data.

Position Requirements

• Field of Degree: Finance, Mathematics, Economics, Statistics or related field.

Preferred Skills

• Strong knowledge of pricing derivatives and performing statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.).
• The candidate should also have had academic experience in probability theory, stochastic processes.
• Programming languages such as C++, Python, R and SQL are essential.
• The successful candidate must also possess strong oral and written communication skills.

Seniority level

Entry level

Employment type

Contract

Job function

Finance

Location: London, England, United Kingdom