Lunalogic UK is looking for an experienced Marlet Risk Quant analyst to work in the context of the Targeted Review of Internal Models (TRIM) within our client’s Market Risk Team.
The team requires a quantitative analyst with excellent programming skills to help deliver new analytics and requirements related to the market risk model monitoring process. The successful candidate will develop analytics required for off-production analyses and play a key role in integrating analytics in a production environment, in close collaboration with our colleagues in the RISK Systems team.
Working in close partnership with Risk Management quantitative analysts and developers, and RISK Systems personnel, the successful candidate will be expected to:
This is mainly a developer role.
Accordingly, the role does require a solid quantitative background within a market risk environment. Continuous interaction with other teams in RISK and FO will also call for strong communication skills.