Hamlyn Williams is currently representing one of the most established management consulting firms globally. We are actively looking to speak with experienced quantitative professionals who have gained exposure within a Financial Services Market Risk environment
This role will sit within the Traded Risk Capital team focusing on Banking Risk, please review the requirements below:
Strong track record of quantitative experience within a market risk environment, at least 4 years is mandatory (e.g. VaR, SVaR, IRC, RWA and ES etc.).
Worked in a market risk, model development or validation (or similar) functions for an investment bank, asset manager, insurance, hedge fund or similar organisation.
Ability to balance market risk within the consulting environment, adapt to a variety of emerging risk topics
Quantitative modelling skills in a range of programming languages (e.g. Python, SQL)
Proven ability to effectively delivering market risk related projects.
Ability to communicate and face off to senior stakeholders (Front Office, Risk, Product Control and Technology) on a range of market risk topics.
Excellent communication skills (oral and written), planning, project management, networking and influencing skills.
Flexibility to work across the UK (and internationally) where required.
Internal Number: 6057268
About Hamlyn Williams
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