• 12 August 2008
• Reference: JR203858

• Senior Quantitative Analyst

• City of London £100,000 - £120,000 p/a Permanent

Our client is a European leader in Banking and Financial Services who are currently seeking a Quantitative Analyst to join their London office.
The Market and Counterparty Risk Analytics team is responsible globally for the definition of methodologies for counterparty and market risk measurement and a contributing sponsor of the market and counterparty systems having a close relationship with the Risk Systems Team.

The team provides technical and methodological support to credit officers, market risk analysts, marketers/traders and Group Risk Management and contributes to the production of value-at-risk, counterparty exposures, credit adjustments, and economic capital.
This involves assessment of the client portfolios as well as risk and exposure quantification during the new deal evaluation process.


The ideal candidate should have a strong quantitative background with a masters degree (or similar) in either mathematics or physics. Possess experience in value-at-risk methodology and/or experience and working knowledge of incremental default risk calculations along with excellent communication skills

If you are a hardworking, honest individual with the skills and abilities mentioned above, please contact us today.

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Keywords related to this job

• Risk,
• Quantitative Analysis,
• City of London,
• Permanent,
• Investment Banking,
• Quantitative Analyst,
• London