IR Quant Risk Analyst - Urgent Opening

City of London
£450 - £550 per day
25 Jan 2013
22 Feb 2013
HA-12323406
William Best
Contract
Full Time

An urgent contract opening has arisen for a Quantitative Risk Analyst to join a high profile OTC Interest Rate Risk development ream at a leading financial services firm in London. The contract length is 6 months and the daily pay is at market rate (currently between £450 - £550 per day).

The role encompasses providing the quantitative analysis, development and specification for all risk management requirements for new products or new services in the business. This includes the development and maintenance of risk management models & tactical applications, quantitative analysis and financial modelling, new product research and development and other quantitative tasks as required no an ad-hoc or project basis.

Key responsibilities include:

  • Model development, testing and validation of Murex risk analytical and pricing models
  • Quantitative Analysis
  • Quantitative research and development
  • Providing quantitative expertise when required, and ensuring risk management techniques comply with best practise

Key candidate skills include:

  • Highly numerate with a degree (ideally master's of PHD) in mathematics (quant area) or other numerate discipline
  • Hands-on experience developing quantitative models and building pricing models
  • In depth financial markets experience and knowledge of interest rate products (including pricing, risk management and analysis)
  • Experience of product development lifecycle
  • ***Advanced*** programming competency in R
  • Scripting languages such as Java, C++ or SQL are desirable
  • Excellent numerical competency and communication skills
  • Critical analysis and reasoning skills
  • Experience working with vendor systems such as MUREX or CALYPSO

This is an extremely urgent role. The first batch of profiles will be presented to the manager on the afternoon of Monday 28/01/2013.

To be considered, forward an up to date CV as soon as possible, including your rate requirements and notice period to interview / start work.

KEYWORDS: QUANT, QUANTITATIVE, RISK, IR, INTEREST RATE, MUREX, SWAP, CALYPSO, JAVA, SQL CLEARING, C++, R, DEV, DEVELOPER, ANALYST, ANALYSIS, QUANT DEV, PHD, LONDON, BANKING, FINANCIAL SERVICES

To find out more about Huxley Associates please visit www.huxley.com