Manager Quantitative Risk Management, Interest Rates
Posted on Dec 13, 2018 by McGregor Boyall
The client is looking for a Quantitative Risk Manager in charge of developing various risk models and tools within their portfolios. The ideal candidate should have a solid background of working in a quantitative capacity in interest rates in order to accurately ensure the suitability of the models and oversee the development and maintenance of new and existing models.
- develop and enhance existing models, while also creating new ones, eg. Pricing, VaR, Liquidity
- continuously monitor the risk associated to the models
- work alongside the quant team throughout the whole model development cycle and emulate a proactive approach to mitigating risk across the business
- lead stress testing across all products
- strong numerical background (MSc in Mathematics, Physics or equivalent)
- working knowledge of programming languages (C++/C#, VBA, SQL, Matlab)
- pricing complex derivatives
For more information on the role, please reach out with your latest CV and contact details.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.