![]() ![]() To find out more about Huxley, please visit our website. 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. Please note that the documents provided contain generic information. The majority of technical work is completed in VBA, no library integration.Strong VBA is essential, C++ or R would be an added benefit. ![]() Candidates would be expected to hold at least an MSc in a numerate discipline.Strong documentation skills are important due to the regulator requirements on reporting.Ability to understand historical market risk data.Knowledge of curve construction, market data, swaptions, cap flows, SOFRA new products.Strong experience of either VAR/IMA and/or IRC is essential.Experience of building and validating market risk models.The candidate 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 particular focus is around VAR/IMA and IRC. Louis, MO View 22458 Jobs Apply Now Save Company Description It all started with an idea at Block in 2013. (CST) on Friday, OctoView 22458 Jobs Find out whos hiring in St. Louis, MO Remote Sorry, this job was removed at 10:40 a.m. Quant Analyst - Market Risk - Risk MethodologyĪ financial client I am working closely with are urgently seeking for a Model Risk Quant to work remotely Operational Risk Manager at Square (Remote) Square St. ![]()
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