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|Sector||Credit & Risk Management|
Quantitative Risk Analyst sought by Global Asset Manager to join their London office.
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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