Job Overview

Quantitative Risk Analyst

Location: London Salary: c£60,000
Type: Permanent Contact: Bradley Handelaar
Posted: 10 months ago

A well known leading financial institution are looking to bring onboard a Quant Risk Analyst to join a well established and ever expanding team and function. This role is for someone who also enjoys the stakeholder management aspect on top of the usual quantitative duties, so must have the ambition and personality to match this.

The role will be part of the Quantitative Risk Management department, which is charged with researching, developing, implementing and supporting the analytics used for risk and default management. These analytics include in particular

  • models (calibration, simulation, pricing, sensitivities, Value-at-Risk, liquidity, regulatory capital)
  • testing frameworks (back-testing, stress testing, unit and regression testing)
  • tools dedicated to clients’ portfolio management (sensitivities, risk reports, margin adequacy, collateral)

The successful candidate will lead the team responsible for the Quantitative Development across asset classes. He or she will also contribute to the Market and Liquidity Risk framework, and to feasibility studies on new products (including complex derivatives) for the benefit of senior management.

Key skills\experience

  • At least 2 years of work experience in quantitative analysis in risk modelling;
  • Thorough knowledge of one or more risk model area's
  • Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
  • Able to generate new ideas and to effectively communicate about these ideas;
  • Strong analytic skills;
  • Highly experienced in modern programming languages (e.g. Matlab, Python) and statistical languages (e.g. SAS, R);
  • Affinity with data analytics, (pre)processing, and data handling
  • Experience with machine learning/advanced analytics techniques is an advantage.
  • Able to work under high pressure;
  • Excellent team player with the ability to coach junior modellers;
  • Advanced interpersonal and communicative skills;
  • C++
  • SQL
  • Bloomberg + Reuters data manipulation
  • Market and Liquidity Risk Management Experience

If you are interested in this role please apply below or contact me for more information.