Senior Equity Risk Quantitative Analyst - Contractor

modelling including exotics. You'll have experience with callables, volatility modelling, proxy methodology and VaR.
You'll act as the SME liaising directly with front office, tech teams, and market risk managers to implement and maintain market risk models. You'll make key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe.
Key requirements / skills include:
- Strong background working as a Quant in Equity Risk 
- Market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting)
- Understanding of equity pricing models and exotic equity derivative products. 
- SQL and Python skills 
This is a critical role so if the rate isn't within your range, please apply anyway and we can discuss your requirements. 
If you're an experienced Quant with experience in Market Risk and Exotic Equity products apply now for a fast turnaround.