Our client a leading Quant Consultancy works closely with Top Tier Investment Banks and leading Asset Managers in supporting their Trading, Risk Management and Finance Functions. They support clients through Quantitative Analysis of Derivative products in Money Markets, Equity and Commodity Asset Classes.
Within this role as a Market Risk Analyst your responsibilities will be:
- Research of new trends across Asset Classes and Juristictions
- Integrate any new market data into the embedded framework
- Work closesly with Model development for identification of new market data requirements
- Monitoring and reporting processes (Python, Jenkins)
- Engage with partners for specification and integration of new market data sources
- Strong education background- Masters in Mathematics, Economics, Statistics or a Quantitative discipline
- Strong knowledge of Cross Asset Classes and Derivatives.
- Understanding of Risk Neutral Pricing techniques in different Asset Classes.
- Familiartiy with Bloomberg or Refinitiv
- Pyton Scripting or C++ exposure.
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