Our client, a London based asset manager is looking for a Quantitative Risk Analyst with at least 3 years’ experience in a quantative risk role to join their Performance and Portfolio Risk Team. The Team’s purpose is 2nd line of defence providing:
- Assurances to key stakeholders that investment activities are performed in a robust risk-controlled environment
- Performance & risk analysis
- Management Information on the Portfolio performance and risk outcomes
The successful candidate will have primary responsibility over model risk / model validation (VaR, Pricing tools, stress-testing etc..) and risk factors analysis.