Market Risk Quant AVP - London, United Kingdom,
Market Risk Quant
My client is a large multinational investment bank who are looking for an AVP to join their global Risk team in London.
You'll have the opportunity to work within their growing model performance team who are responsible for the overall performance of the exposure platform.
The right candidate will have:
- come from a similar background (Counterparty Credit Risk, Front Office Market Risk)
- experience with SIMM models and VaR
- Programming skills such as Python and SQL
Remuneration ranges from £70,000 - £90,000 + bonus + benefits