Quantitative Risk Analyst
Job DetailsOur client, a London based asset manager is looking for a Quantitative Risk Analyst with at least 3 years’ experience in a quantitative risk role to join their Performance and Portfolio Risk Team. The Team’s purpose is 2nd line of defence providing: Assurances to key stakeholders that investment activities are performed in a robust risk-controlled environment Performance & risk analysis Management Information on the Portfolio performance and risk outcomes The successful candidate will have primary responsibility over model risk / model validation (VaR, Pricing tools, stress-testing etc..) and risk factors analysis.
Listing supplied by Hornby Chapman
To find out more about this opportunity please email; firstname.lastname@example.org