My client, a top tier financial institution is looking for a Quantitative Risk Business Analyst to join their team. This is a permanent role based in London. This role is part of the Front-Office Risk Methodology / First line risk team.
- 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)
- Quantitative development across asset classes. You will also contribute to the Market and Liquidity Risk framework, and to feasibility studies for new products for the benefit of senior management/ Product team.
- Minimum 1 to 5 years of work experience in quantitative analysis in risk modelling;
- Thorough knowledge of market risk methodology, risk measures, VAR
- Good background of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
- Able to generate new ideas and to effectively communicate about these ideas;
- Excellent analytic skills;
- Highly experienced in modern programming languages and statistical languages (R Preferred or Python);
- Affinity with data analytics, (pre) processing, and data handling
- Able to work under high pressure;
- Excellent team player with the ability to coach junior modellers;
- Strong interpersonal and communicative skills
For more details, please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.