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Senior Quantitative Analyst, Market Risk

Salary £10k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/26312
Contact Tim Holbrough
Date posted 21-06-2017

Global Banking Organisation seeking a Quantitative Analyst, Market Risk to join their London office.
Key responsibilities
• Support the regional Model Oversight Committees as the primary forum for oversight of Risk models
• Carry out independent reviews for risk models and support other regions when required
• Develop and maintain independent review policy and framework to facilitate model reviews
• Interaction with modelling teams to provide insightful and constructive feedback on models developed and potential improvements
• Support the Regional Head of Independent Model Review in relation to team activity, succession planning, talent management, performance management and improving employee engagement
• Maintain independent review framework and process
• Take care about effectiveness of implementation of Interest Rates (IR) process, techniques and other associated methodologies
• Oversight of implementation of any audit recommendations for IR related areas

Skills/ Experience required
• Significant experience working in relevant market/context, significant relevant work experience in market risk modelling, ideally with exposure to model review.
• Role relevant qualifications, i.e. Master’s Degree or PhD in applied mathematics, quantitative finance or related scientific area.
• Experience working in relevant environment/s, i.e. deep understanding of the theoretical grounds of quantitative finance and of the corresponding mathematical frameworks. Good understanding of market risk and the relevant regulatory environment is essential.
• Experience of using relevant software packages, i.e. mastering of computer usage and good programming skills in at least one language (C++, MatLab, Python, R) is important.
• Both spoken and written communication skills with experience of adapting your style and approach to the audience and message to be delivered.

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Contact Tim about this job

AVP, Consultant