Quant Analyst - Model Risk and Validation

Location: London, England, United Kingdom
Salary: Up to £665 per day + Potentially negotiable
Sectors: Credit Analysis
Job Type: Contract
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I'm currently working with a Global Bank who are looking to bring on board a Model Risk and Validation Quantitative Analyst who will be responsible for capturing key risks, analysis of historical data, multi-curve analysis and will have worked as either a front office or market risk quant previously.



The contract is paying £665 per day Umbrella potentially negotiable if a perfect match. This is initially a 6 month contract expected to extend. Due to the current climate the role will start working from home.

Experience required:

  • Experience of building and validating market risk models
  • Strong experience of either VAR/ IMA and/ or IRC is essential
  • Knowledge of curve construction, market data, swaptions, cap flows, SOFRA new products.
  • Ability to understand historical market risk data.
  • Strong VBA is essential, C++ or R would be an added benefit. The majority of technical work is completed in VBA, no library integration.
  • Product knowledge or Rates or Credit.

Please click here to find out more about our Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.

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

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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