Senior Quantitative Risk Analyst recruitment
The role encompasses the development and maintenance of internal risk management models and tactical applications, quantitative analysis and financial modelling, new product research and development, and other quantitative tasks as required on an ad-hoc or project basis. The role will involve close liaison with the wider Risk Management department, and other internal/external groups, on a regular basis.
- Design, development and maintenance of risk management models and applications.
- 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.
- 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.
- 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.
- Ensure that quantitative risk management techniques are kept in line with best practise.
Required skills and experience
• In-depth financial markets and products experience, either within risk management, product control or middle office environment within an investment bank or similar.
• 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.
• Strong knowledge of interest rate and/or credit products (ideally both), including experience in pricing, risk management and analysis.
• Strong conceptual / technical knowledge of financial risk management techniques, in particular relating to interest rate and credit products.
For full details and a confidential discussion, please email a full CV to drobinson@riversdaleconsulting.com