• 2 September 2010
• Reference: JR213202

• Quantitative Risk Business Analyst

• City of London GBP500 - GBP550 day Interim

Our client has a requirement for a strong Risk Quantitative Business Analyst to assist in the delivery a new technology platform to support the growing demand of volumes of processing OTC derivatives, in particular Interest Rate Swaps. The successful candidate will work within the Risk Change Workstream to perform quantitative analysis and model validation on the implementation of all risk analytics, pricing, curve construction and margin calculation for the programme. In addition, the Risk Quantitative Business Analyst will be responsible for quantitative analysis and model development (eg pricing and margin calculation) for on boarding new products to the derivative platform. This includes defining the business requirements and model specification and liaising with the risk working group to gain sign-off for on boarding new products or enhancement to the client's risk methodologies. The candidate is required to be experienced in providing quantitative risk analysis within the Investment banking sector. The candidate is expected to have detailed knowledge of market risk techniques and pricing models specifically for instruments traded in the Interest Rate Derivatives and the FX derivatives market. It would be considered an advantage if the candidate have experience implementing pricing libraries using API with leading vendor solutions such as Murex and Calypso. This is a high profile project and it is expected that the candidate is highly motivated with strong communication skills to work closely with business, Vendor and IT teams to deliver to tight project timeframes.


Joslin Rowe - Winner of 4 UK Recruiter Awards including Best Accountancy/Financial Recruitment Firm and Best Office Support Agency.
Joslin Rowe is a Randstad company. Joslin Rowe Temporaries Ltd encourages applications from individuals from all backgrounds but candidates must be able to demonstrate their ability to work in the UK. Joslin Rowe Temporaries Ltd is acting as an Employment Agency in relation to this vacancy.

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Keywords related to this job

• Risk,
• Quantitative Analysis,
• City of London,
• Interim,
• Clearing House,
• Quant,
• Risk,
• BA,
• Business Analysis,
• Modelling,
• OTC derivatives,
• swaps