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Associate Director, Market Risk & Portfolio Analytics

  • Location:


  • Sector:

    Risk & Compliance

  • Job type:


  • Salary:

    £80000 - £95000 per annum + bonus, pension

  • Contact:

    Izzy Keighley

  • Contact email:

  • Job ref:


  • Published:

    10 giorni fa

  • Expiry date:


I have an exciting opportunity at Associate Director level within commercial banking for an ambitious Market Risk Quant.

Up to £95,000 basic + package
2 days per week in Central London office

Key responsibilities:
Building quant models to price loans and bonds
Researching methodologies for credit risk models and mark to market valuation
Support portfolio management and capital optimisation
Support on Basel proposals made directly to the PRA
No direct reports

Person requirements:
3-4 years experience
Quantitative degree and background - research work is a bonus
Open to pure quant, modelling, validation or trading desk background
Experience with any asset classes or market pricing on buy-side or sell-side
Any programming languages - Python, C++ or C# is a bonus

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