Quantitative Analyst, QRV Analytics recruitment
We currently have an exceptional opportunity for a Quantitative Analyst to join our Quantitative Risk and Valuations (QRV) Group. This is a centralised, specialist team dedicated to:
- Independent review of Front Office and Risk (Value-at-Risk and Counterparty Risk) models.
- Support of Product Control in the proposition, refinement and implementation of fair value adjustment methodologies.
- Development and support of quantitative tools and resources to enhance the control framework.
- Quantitative support, where required, to Product Control and Market Risk Management.
The position will have the primary responsibility to ensure that QRVG provides assistance to our key stakeholders in understanding, (a) Model Limitations, (b) Off-System valuations and our Computing tools (c) Valuation Consultancy. Members of the Group work closely with a number of Product Control teams, Front Office quantitative groups, systems developers, Market Risk Management and QRV Model Review.
To be considered for this role, you will ideally hold a Masters or PhD degree in a numerical subject and have experience working as a quantitative analyst or in a relevant, highly technical valuation or risk role. The role will require strong analytical abilities, programming skills (VBA, C++) and first rate communication skills.