Market Risk Quant A Top Tier Investment Bank is recruiting for a Market Risk Quant to join their Analytics function on a long term contracting basis, with the scope to turn permanent. The Market Risk Quant will be responsible for methodology development, analysis and prototyping as well as creating the theoretical framework for the calculation of DRC. The Successful Market Risk Quant will have the following skills: Quantitative educational background ideally up to Masters level Previous experience as a Market Risk Quant within a Top Tier Investment bank Experience in building prototypes within Python and Matlab Excellent knowledge of Market Risk Methodology Experience in building and DRC, ES and NMRF models A practical, working understanding of FRTB If you are interested in the above role then please do get in touch. To find out more about Huxley, please visit www.huxley.com Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales