Quantitative Risk Analyst recruitment

Quantitative Risk Analyst

Calling all Quantitative Risk Analysts……….

Our client is looking for a Quantitative Risk Analyst who will Report to the Head of Risk Change and will contribute in the development and maintenance of risk management models and tactical applications, quantitative analysis and financial modeling.

Key Responsibilities                     

• Ensure that quantitative risk management techniques are kept in line with best practise.

• Review and assessment of existing and proposed margining methodologies.

• Design, development and maintenance of risk management models and applications.

• Contribute to improvements in existing risk management techniques and processes through the application of advanced quantitative methods.

• Research and development in relation to proposed new products.

• Development and testing of pricing models and curves.

• Development and maintenance of in-house risk analytics library

• Timely and accurate analysis of quantitative risk issues.

• Review and assessment of existing and proposed margining methodologies.

• Provision of quantitative expertise in relation to internal/external projects or on an ad-hoc basis.

The successful candidate will have:

• Hands-on experience in developing quantitative models, building pricing models, and/or quantitative analytics.                 

• Highly numerate with a degree in quantitative finance, mathematics, economics or science-related disciplines, preferably at least Masters level. 

• Knowledge of interest rate and/or credit products (ideally both), including experience in pricing, risk management and analysis.

• Knowledge of other asset classes (eg. equities, commodities, energy, including experience in pricing, risk management and analysis.

• Experience of product development lifecycle.

• Strong conceptual / technical knowledge of financial risk management techniques, in particular relating to interest rate and credit products.        

• Advanced Excel and programming competency, in particular VBA, SQL, C++

• Strong numerical competency.                     

Effective critical analysis and reasoning skills.