A leading investment bank is seeking a mid-level quantitative risk analyst to be part of their Quantitative Risk team. This team extremely high performing and the firm in question views this team as extremely important in its development of the firm. You will constantly be involved with senior management and your advisory input and participation will be key in product and transactional approvals and model review discussions as well as reviewing and making recommendations for risk managing policies and approaches. The ideal candidate will have experience modelling of FX derivatives and be proficient coding C++.
Qualifications:
• MSc or PhD (preferred) in a quantitative field;
• Mid-level working experiences in capital markets as risk analyst, strategist, or asset allocation specialist.
• Understanding of FX derivative modelling
• Exposure to basic risk characteristics across broad range of asset classes desirable.
• Solid understanding of Monte Carlo simulation, C++ and Value at Risk.
• Solid understanding of factor models, risk attribution and risk aggregation.
• Strong communication skills;
• Familiarity with insurance industry desirable;
• Programming skills a plus. Experience with Matlab, R or other quantitative programming platforms a plus.

If you fit the above candidate background please send all applications to risk@selbyjennings.com