URGENT HIRE |VP Quantitative Risk Analyst- Cross Asset| Prestigious Tier One Investment Bank | LondoDATE5 OctLOCATIONLondonCOMPENSATION£120,000.00KEY SKILLSDESCRIPTIONParticipate in developing and analysing market risk models, cross all asset classDeveloping new and improving existing methodologies to include trade revaluationsProviding research and analytical support to the London risk teams and Global risk teamsOverseeing and directing implementations of model and methodology changesSkills Required 3-4 years experience working with market risk models: VAR, IRC, CRM, CVA Extensive knowledge of one of the following asset classes: Equities, Rates, Credit or FXFamiliarity with Basel II &III/ CRD IV regulationsMSc or PHD from Top Tier University in a quantitative discipline (Physics, Mathematics, Engineering, Economics) The team is willing to look at candidates with strong backgrounds in either credit or counterparty riskThis group is actively hiring and looking to interview next week so apply ASAP.