Market Risk Quant

Market Risk Quant role at CFM LLP in London, GB. The role involves monitoring and understanding material risks in portfolios, reporting to the board, regulators, and investors, and managing risk limits. The ideal candidate has a Master's or PhD in a quantitative subject and experience with Python, SQL, and financial products.

Requirements

• Masters or PhD in a quantitative subject such as Mathematics, Physics, Statistics, Economics, or Finance
• Advanced Python (pandas, NumPy, scikit-learn) for modeling and automation
• Knowledge of SQL
• Knowledge of financial products covering equities, fixed income, FX, commodities, credit, volatility
• Ability to investigate problems into complex systems and data
• Ability to work autonomously and pro-actively
• Ability to work collaboratively in teams on complex programs
• Ability to communicate clearly to key stakeholders
• Ability to work independently in a confident and professional manner