Senior Equity Risk Quantitative Analyst

Description:

We're looking for expert level experience in equity risk - you'll need hands on experience with equity risk modelling including exotics. You'll have experience with callables, volatility modelling, proxy methodology and VaR.

You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.

Key requirements / skills include:

- Strong background working as a Quant in Equity Risk
- Market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting)
- Understanding of equity pricing models and exotic equity derivative products.
- SQL and Python skills