Risk - Market Risk Jobs

This is an excellent opportunity to join this Global investment bank as their expanding Prime Brokerage/Prime Finance business undergoes a transformation thru increased automation and increased flows.  They now seek to Quant Analyst to build tools for the application of algorithms for the Prime Brokerage & Repo/Securities Lending business to analyze pricing, PV, PnL and add Risk metrics into pricing

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk.  As an integral part of this Front Office team your focus will be on delivering cross-business functionality for Risk and Capital calculations.

KEY RESPONSIBILITIES:

The Front Office Analytics Strat team at this Tier-1 Investment Bank provides expertise in quant analytics, modeling, pricing and risk with strong system architecture and programming. They now seek a Quant Developer to help build the FRTB part of a new strategic analytic platform for pricing and risk across Rates/FX/Commodities/Credit 

RESPONSIBILITIES:

• Analytics development in C++ & Python for large FRTB build -

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk. 

You will be joining the Strats team to support the development and implementation of a new strategic intraday and end-of-day pricing, eTrading, risk and P&L