Market Risk Quantitative Analyst

Company: Aston Carter
Location: London, England
Industry: Banking, Risk, Quantitative Risk + Modelling
Rate: £650 - £750 per day
Job Type: Contract (6 Months)
ID: 13584
Posted: 11 Sep 2020

Job Description:

Market Risk, Quantitative, Analyst, Var, IRC, RNIV, Model, Traded Risk, Development, model development, model validation, Stakeholder, Python, C++,Visual Basics R, London.

My Client, is currently looking for a number of Quantitative Analysts to work within the model review team on the development, maintenance and validation of the Market Risk Models and Methodologies within the Global Traded Risk Portfolio. These changes are in compliance with the IBOR changes and therefore any experience with this area this area would be extremely valuable.

The successful candidate will be responsible for the development of the market risk models and methodologies and will therefore need a deep understanding and hands on experience in the development of VaR.

You will be coordinating the delivery on project developments, building prototypes to capture risk and generate overall improvements on the models. The role will also involve communication directly with the stakeholders to ensure the new risk models are understood and best practice is adhered to.

The candidate must also have:

  • Very strong knowledge of VAR modelling or validation

  • Market Risk Methodology background

  • Minimum Masters in Maths/Science/Engineering

  • Good understanding of VBA/Visual Basics

  • Quantitative/Statistical background

  • Understanding of Risk related regulation
Trading as Aston Carter. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Aston Carter is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at

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We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield.

About Aston Carter:

Aston Carter has grown to become a preeminent global provider of top talent to businesses requiring highly specialised professionals focusing on Accounting & Finance, Change & Transformation, Compliance, Management Consulting, Operations and Risk & Regulation. Aston Carter’s global reach extends to 16 countries across Europe, Asia and North America – each with a firm focus on the core values that made Aston Carter the company it is today: Commitment, Character & Trust, Relationships, and A Passion for Excellence.

Contact Information:

Sam Elsdon
TEL : +44 2079971161

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