We understand the importance of Quantitative Risk Analysis to the success of financial institutions and therefore have a detailed focus on market trends and movements ensuring a complete and accurate recruitment service, matching Quantitative Risk Analysts with client requirements.

We are assisted by our search and select techniques and our unique database which contains Quantitative Risk Analysts with expert knowledge and experience models such as;

Basel II / Economic Capital
Credit Risk / Credit Portfolio Risk Management
Energy Risk
Market Risk
Mortgage Risk Management/Structured Product Risk
Operational Risk
RAROC / RAPM
Treasury Management
VAR

Our success is also due to are internal database which enables us to supply only those with the appropriate experience to the level of position being resourced. Our candidates always possess the relevant quantitative strategies, product knowledge, IT skills and an appropriate academic accreditation, usually PhD or MSc in a relevant quantitative discipline and have the appropriate for the role sought.