Find a Job

View detailed job description

Quantitative Risk Manager

Apply
Salary £65k to £80k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/32069
Contact Tim Holbrough
Date posted 09-07-2019

Global Investment Bank seeks a Quantitative Risk Manager to join their Risk Model Development team, focusing on the building and augmentation of Market and Counterparty Risk models. A good opportunity for the successful candidate to broaden their model exposure. This role will be responsible for managing one direct report.

Responsibilities:

• Working closely with the Market Risk, Credit Risk, Product Control and Front Office teams to provide quantitative support and practical solutions in a timely manner.
• Supporting changes to Valuation adjustments, modelling of market risk factors and Counterparty Credit Risk.
• Participating in the ongoing development of Stress Testing models.
• Demonstrating an understanding of derivatives across asset classes (Fixed Income, Inflation, FX, Equity etc.), from a theoretical perspective.
• Translating technical details into real life issues; understandable to senior management.

Experience required:

• Proven experience of creating risk management models such as VaR, Risk Capital, Stress Testing and counterparty credit risk.
• Deep theoretical understanding of valuation models, financial derivatives and associated pricing issues.
• Capable of working independently, provide quality output, under tight deadlines and provide guidance for more junior members of the team.
• Demonstrable programming skills (Python, R, C++, Matlab).
• Post graduate degree in a quantitative subject (strong preference for a PHD).

Ready to apply for this job? Apply Now

Contact Tim about this job

AVP, Consultant