Quantitative Risk Analyst - Investment Banking - London

Job Title: Quantitative Risk Analyst - Investment Banking - London
Contract Type: Permanent
Location: London, England
Salary: £50000 - £65000 per annum
Reference: BBBH20869_1553674319
Contact Name: Pol Mata
Contact Email:
Job Published: March 27, 2019 08:11

Job Description

The Job

A London-based Investment Bank is expanding its risk analytics function where you will be specialized in Market Risk & Capital Models.

Responsibilities may include:

  • Take part of the model development and validation of market risk models.
  • Devise and run validation tests together with model assumptions setting.
  • Update and support the transition to FRTB regulations.
  • Support ad-hoc requests including model weaknesses arrangements, investigations or enhancing operational controls
  • Assist the broader Risk department in any upcoming projects.

Your Background

  • Postgraduate degree is preferred whereas PhD is highly desirable.
  • Quantitative background having worked with market and/or counterparty risk models.
  • Self-starter with eagerness to improve and engage with other team members
  • You will ideally have sound command of Excel and preferably be familiar with Python or R.
  • Solid written communication skills with the ability to communicate complex material to wide audiences
  • Strong desire to continuously acquire a deep understanding of your area
  • Analytical thinker able to devise best solutions to tackle complex issues while being logical and having keen attention to detail