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Market Risk Quant - London, United Kingdom,


I'm currently working with an elite top 10 consulting firm who have a great opportunity for a Market Risk Quant to join their fast-growing dynamic team in London.

You will be responsible for developing, validating, reviewing, assessing and challenging the complex market risk models such as VaR or RNIV. The role will provide strong exposure to various risk concepts including IRC and CCAR and FRTB.

This role will give an unrivalled opportunity for international travel for missions, where the right candidate will receive first-hand exposure to banks in the EU market, working on TRIM projects. The salary on offer is £65k - £85k