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Quantitative Risk Analyst

Salary £73k
Type Permanent
Location London
Job Reference T55/TXH/29014
Contact Tim Holbrough
Date posted 07-06-2018

Global Asset Manager seeking a Quantitative Risk Analyst to join their London office.

Key responsibilities

• The independent review of internally-created models such as asset allocation algorithms, quantitative strategy tools, risk and capital management tools, pricing models and the review of vendor-supplied investment systems
• Developing, advising on and assisting with quantitative risk modelling and methodologies e.g. operational risk loss models, capital requirement calculation methodologies, risk metric specifications, stress testing approaches, etc.
• Producing written model review/validation reports and participating in building and strengthening the overall model governance framework for the Firm
• The production of software tools to assist in the risk management process
• The review and challenge of new products or portfolio constructions where these involve complex products and / or complex combinations
• Proactively contributing to initiatives and projects that will benefit from quantitative approaches

Skills/Experience required

• Variety of strong quantitative knowledge – with practical experience preferably gained on the buy-side – including stochastic calculus, numerical methods, statistics and econometrics
• Good technical knowledge of market, investment and operational risk; technical knowledge of credit risk is desirable
• Strong interpersonal skills: tact, patience, courtesy; must be able to challenge teams whilst building and maintaining positive relationships
• Team player able to build strong relationships with the wider Risk team and work collaboratively with stakeholders
• Understanding of model validation principles and techniques, again preferably gained on the buy-side
• Robustness under challenge: must be willing to recommend necessary changes and defend these under pressure
• Ability to work under own initiative is essential; must be proactive in identifying points of weakness and suggesting solutions
• Strong knowledge of MS Excel and proficient in VBA;

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Contact Tim about this job

AVP, Consultant