Quantitative analyst // Financial Services // London //Contract
A Financial services firm is seeking a Data analytics lead to join their London team which deliver risk solutions for the Collateral & Liquidity risk Management Business. You will be responsible for enhancing current models for resilience, Haircuts, and Default management, building modelling tools and delivering concrete changes based on the requirements gathered from the risk team.
- Enhancing and stabilising current models applying best practice, enhancing controls in relation to limit capacity optimisation, liquidity optimisation, Eligibility and Concentration Risk.
- Acting as the key contact between the business risk team and Technology Innovation
- Designing data tables in Mongo DB and their API into R Shiny
- Responsible for UAT of new intra-day feeds from IT systems.
- Excellent Coding skills using R and ideally R shiny
- Advanced Excel and VBA Skills
- Knowledge of no-SQL databases such as Mongo DB
- Experience in extraction and manipulation of market data from providers such as Bloomberg + Reuters
- Excellent team working skills
- Preferable to have some knowledge of Risk and Liquidity
- Ability to understand complex issues and contribute to strategic debate
Please do call or drop me an email if of interest on 02031894298 or at