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Market Risk Analytics Quant - AVP
Job Summary London Permanent BBBH803247 May 11, 2022 Competitive Job Description Global investment bank seeks an AVP level Quant Analyst as part of its expanding Market Risk Analytics group responsible for the Market Risk models that support VAR/IRC and related capital metrics. The successful candidate will be a member of the Market Risk & Capital metrics sub-team of Risk Analytics Group. The team is responsible for the Market Risk models that support VAR/IRC and related capital metrics. These models are used for internal control as well as regulatory capital via the IMA (Internal model based approach). The VAR model covers Rates, FX, Credit, inflation, and Equity. The sub team is supporting the current


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