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Quant Risk Analyst - R - City, London, United Kingdom, EC1A2


A well known financial institution is looking for a quant risk analyst to join their team in London.

You will be responsible for coding and re-factoring risk models

Building new models in R - strategically connecting it to their database

Good experience and knowledge of Market and Liquidity risk including VAR, expected shortfall, pricing


Good experience with data handling

Must have strong programming skills in R ( C++ and java is advantageous)

Eames Consulting is acting as an Employment Agency in relation to this vacancy.