We are Global IT Recruitment specialist that provides support to the clients across UK, and Europe. We have an excellent job opportunity for you.

Job Title: Quant Risk Analyst
Location: Canary Wharf (2 days per week onsite)
Duration: 6 months contract
No. of Openings: 3

Description:

Quant Risk Analysts will work with FRTB IMA Business Analysts, Quant Analysts (Function) and Market Risk Business and IT resource, across all relevant Asset Classes, to determine requirements and document in Confluence/Jira around:
- RTPL/PLAT, focusing on improvements to Risk/Hedge Curve Templates (HCT’s)/Grids to improve the distribution and correlation match between RTPL and HPL (PLAT).
- ES/SES
- RFET
- DRC
This includes, but not necessarily limited to, focuses on:
- Market Data/Time-series analysis
- Risk Factor observability and focuses on optimising Risk Factor Eligibility
- Full Revaluation across FX Options, Structured Rates and additional asset classes.
- Likely some focuses on Data Principles, including the 7 FRTB data principles.
- PLEX output and required changes to PLEX, such as for Rates and Credit Bonds.
They can be either Quants Tool Agnostic – someone who understand the Risk Quants, applied Mathematical calculations for pricing models instead of working on tools like Python, Matlab, C++ etc. Or Risk Quants with Tool Expertise, applied Mathematical knowledge with expertise on tools like Python, Matlab, C++ etc as the client applications are designed.

Quantitative Risk Analyst