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Quantitative Risk Analyst

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Salary £80k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/29833
Contact Tim Holbrough
Date posted 17-09-2018

Quantitative Risk Analyst sought by Global Asset Manager 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
• Assist in the risk management process through production of software tools

Skills/ Experience required

• Variety of strong quantitative knowledge – with practical experience preferably gained on the buy side
• Good technical knowledge all risk areas
• 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
• Strong knowledge of Excel and proficient in VBA; familiarity with / the ability to code in Matlab is highly desirable. Experience of coding in Python, R and SQL will be looked on favourably

For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com

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Contact Tim about this job

AVP, Consultant