Quantitative Risk Analyst
Quantitative Analyst position sitting with the Quant Desk within a leading Risk Management firm. The Quant Analyst will have a hand-on approach, developing risk and Derivative pricing models, with good financial market knowledge.
- Develop Strategies for complex quantitative problems using stochastic calculus, statistical analysis including Monte Carlo simulation.
- Development of cutting-edge tools and systems
- Qualifying, measuring and managing clients market risk
- Understanding and application of software development and data structures
- Support the tech department
- High Degree of Market Risk Models understanding
- OTC derivatives experience
- 3+ Years Professional experience
- Excellent Analytic skills
- Exceptional Python (preferred), R, SQL
- Monte-Carlo, Stochastic Calculus Experience