A leading financial institution in London is seeking a Traded Risk Quantitative Analyst to enhance risk models for global traded risk portfolios. This role involves developing VaR and RNIV models, utilizing Python for automation, and managing the complete Model Life Cycle. Candidates should possess a strong background in mathematics or finance, excellent analytical abilities, and experience in risk management. Join a forward-thinking team dedicated to shaping the future of trading risk management.
* The salary benchmark is based on the target salaries of market leaders in their relevant sectors. It is intended to serve as a guide to help Premium Members assess open positions and to help in salary negotiations. The salary benchmark is not provided directly by the company, which could be significantly higher or lower.