Senior Equity Risk Quantitative Analyst - Contractor

London, Greater London, South East, England

Posted:26d ago
Location:London, Greater London, South East, England
Job Ref:BH-42559-8
Salary:£1200 per day
Expiry date:6/12/2024
Quantitative Analyst - Equity Risk Quant
£1,000- £1,200 per day inside IR35 (negotiable)
6 Month Initial Contract 
Hybrid Working - London Office

Join this American Bank as a Senior Equity Risk Quant. 

We're looking for expert level experience in equity risk - you'll need hands on experience with equity risk modelling including exotics. You'll have experience with callables, volatility modelling, proxy methodology and VaR.

You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.

Key requirements / skills include:

- *Strong background working as a Quant in Equity Risk Modelling*
- Market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting)
- Volatility modelling 
- Understanding of equity pricing models and exotic equity derivative products. 
- SQL and Python skills 

This is a critical role so if the rate isn't within your range, please apply anyway and we can discuss your requirements. 

If you're an experienced Quant with experience in Market Risk and Exotic Equity products apply now for a fast turnaround.

Apply now

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