Campion Pickworth

Manager - Market Risk (Quant)

Campion Pickworth  •  London, GB (Hybrid)  •  2 months ago
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Job Description

Our client is looking for a Quantitative Analyst to join the Market Risk and Derivatives Pricing team within their London office with hybrid working. You would be leading a series of regulatory and risk modelling projects including Derivative Pricing, Market Risk and CVA. To be successful in the role you will have a strong quantitative academic and technical background, a creative approach to work and effective communication skills.

You will use your quantitative modelling skills on a range of projects;

  • Model validation and testing of derivative pricing models covering equity, rates, FX, commodities asset classes; working with Front Office quants to create testing plan
  • Model build and validation of VAR, stressed VAR and IRC
  • FRTB and IBOR modelling

Qualifications and Experience Required:

  • Strong quantitative academic background (such as Computational Finance, Mathematics, Engineering, Statistics, or Physics), a PhD or Masters preferred
  • Professional Qualification e.g. CQF / CFA/ FRM / PRM is advantageous
  • Modelling background, including experience in model development and model validation of derivative products pricing, market risk and CVA models
  • Significant experience in the application and justification of statistical and numerical techniques and principles of the theory of probability
  • Strong experience in any of the following software development environments: Python/Java /C++ / SQL/R/.NET
  • Good understanding of Derivative Pricing, Market and CVA methodologies used for the trading, risk management and ideally calculation of regulatory capital requirements
  • Experience in FRTB or IBOR transition would be preferred
  • Confident and credible communicator with good technical knowledge and commercial understanding

Please find further job openings from Campion Pickworth at https://campionpickworth.com/vacancies/

Campion Pickworth

About Campion Pickworth

Campion Pickworth began as the sole dedicated Credit Risk and Capital Executive search firm in London and has since become a prominent leader in this domain. Our clientele includes prestigious entities such as hedge funds, big four consultancies, building societies, and investment banks. Over time, we expanded our expertise to encompass Credit Risk, Market Risk, Operational Risk, Compliance, Data Analytics, Structured Finance, and Financial Restructuring.

Our team consists of specialists with a profound understanding of the financial landscape and the talents it houses. We offer comprehensive recruitment services, sourcing top-tier professionals in Compliance, Risk Management (including Credit Risk, Market Risk, and Operational Risk), Data Analytics, and Structured Finance. Our extensive experience in these areas has made us a preferred choice for both clients seeking exceptional talent and candidates aiming to progress in their careers.

At Campion Pickworth, building strong and enduring relationships with our clients takes precedence. We acknowledge the unique needs of each organization and take the time to comprehend their specific requirements. By tailoring our searches, we connect them with the right professionals who can drive their success. Our client base spans financial institutions, consulting firms, technology companies, and other sectors.

We offer comprehensive services for both clients and candidates. For clients, we provide a thorough understanding of the market, extensive candidate networks, and tailored recruitment solutions for permanent hires or interim placements. For candidates, we offer honest and practical advice to help them find suitable opportunities and support their career progression. Our goal is to ensure a positive and seamless experience for all parties involved.

Industry
HR & Recruiting
Company Size
1-10 employees
Headquarters
Unknown
Year Founded
2012
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