Risk Quant - Senior Manager
I am supporting a leading financial services company on their search for a dynamic senior Quant to join their Quantitative Risk practice at Senior Manager level.
- You will be working for blue-chip banks focusing on diverse project-based work on models across a broad range of risks and asset classes, using cutting-edge technologies;
- You would also get involved in developing existing / new clients. The hiring Director would support you with this side until you feel totally comfortable with delivery on key projects
- You will report into a reputable Senior Leader (PhD) with strong background in Banking.
The successful candidate will have:
- Good knowledge of Financial Mathematics (MSc or PhD);
- Market risk / counterparty credit risk / credit risk experience;
- Strong derivatives knowledge - ideal;
- Programming languages such as MATLAB / R / Python - desirable
- Excellent communication, interpersonal and persuasion skills.
This is a great chance for you to apply your quantitative skills and broaden your experience within a flourishing and supportive environment. You will also be developing further your commercial acumen through client-facing and people management skills through managing different teams.
This team most enjoys the variety of work and having exposure to different parts of different banks.
Please apply now for immediate consideration or get in touch with Ioana Pribac on firstname.lastname@example.org / 02030 175 121 for an informal chat.