Quantitative Analyst/Lead - Credit/Market Risk - Investment Bank

We have an Urgent requirement with a leading Investment Bank.

The role of a Senior Quantitative Analyst/Lead requires:

Quantitative risk modeling to enhance current models and setup with tools like Matlab, MS SQL, MS Excel, R.

Back testing and optimization of single product and portfolio risk models.

Analysis presentation in power point and excel.

Self-initiative and structured approach to manage project or sub streams, e.g. developing new risk models, addressing model shortcomings, optimization topics, including implementation in tools and definition of IT requirements for operational implementation.

Experience in risk management, portfolio management, product controlling or treasury areas in banks with international presence, multinational corporates, accounting or consulting firms.

Practical experience in quantitative modeling with Matlab, fact-finding, analysis and tracking market trends on single product and portfolio level.

Investment product knowledge across asset classes and product groups (Equity, Fixed Income, Funds, Structured Products, etc.)

Advanced degree in finance, accounting, mathematics, physics, statistics.

Post-graduate degrees like FRM, CFA, etc.

Experience in Credit Risk, Market Risk domain is must.

About our Client : Our Client is one of the world's leading Banks.

Beena Gupta
Enigma Executive Search