Twenty Financial Services are currently recruiting for a Quant Risk Analyst role for a Global Asset Management firm based in London.
The main responsibility of the role will cover model validation and governance for both investment and risk models across all asset classes, as well as developing quant approaches throughout the risk division.
- Independent review of models; asset allocation algorithms, quant strategy tools, pricing models etc
- Advise and work on quantitative risk modelling and methodologies
- Produce reports on models and improve governance framework
- Assist with the creation of software tools
- Strong Model Validation experience, highly desirable to be from another buy side (Investment/Asset Management/Hedge Fund) firm but will consider banking backgrounds.
- Experience with one or multiple of these programming languages; Matlab, Python, R, VBA or SQL
- Good quantitative background, Masters level or higher education and ability to work with numerical, statistical, mathematical and econometric methods