Market Risk Quant – Associate – London

Job Type:
London, United Kingdom
Base: £80k - £100k + Bonus
020 7871 4482

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Associate level Quantitative Analyst to join the Quantitative Risk Group with focus on Market Risk models used for client’s risk-management.

Projects include Research, design and prototype risk methodologies, respecting the aims of accurately capturing market risks. Strong C++ and financial maths required, and a focus on the practical delivery of working products to the business in a timely manner.


  • Market Risk Quant experience is ideal
  • Market risk modelling, the incoming regulation surrounding the Fundamental Review of the Trading Book (FRTB)
  • Deep understanding of Risk models such as VAR and RNIV and their limitations, valuation under the risk-neutral as well as physical measures, hedging and risk management
  • A strong interest in risk management best practises, financial markets and economic developments
  • Understanding and awareness of the regulatory framework is desirable but not essential
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.


  • The team’s remit includes all the IMM models in use within the Bank, such as VaR, Stressed VaR, IRC and CRM models in the market risk space
  • Design, develop and test code changes required to implement the risk methods and ultimately within the production risk systems
  • Close cooperation with the IT teams
  • Interacting with trading desk
  • Working independently to complete projects.

Academic Background:

  • MSc or PhD in a mathematical/Quant Finance subject.
  • Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Our Client is a Tier 1 Investment bank

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  • Accepted file types: doc, docx, pdf.