Twenty Financial Services are currently recruiting for a Quantitative Risk Manager for a leading Financial Services Institution based in London.
Acting as the no. 2 to the Head of Quant Risk for Fixed Income & Equities the main responsibility of the role will be to support the team who are developing the risk library and tools as well as designing risk models to support new and existing products.
- Provide leadership support to the head of the team and be the go-to person for technical knowledge
- Development of risk library and tools
- Automate manual processes
- Develop and maintain pricing models, risk analytics, stress testing, back testing and sensitivity tests.
- Work with internal and external stakeholders providing updates on model and product developments.
- Proven experience in a quantitative/market risk position, preferably in market risk methodology, model development, model validation team or similar
- Experience in a junior leadership position or a strong desire to move towards this
- Quantitative degree such as financial engineering, mathematics, economics, physics etc
- Coding skills with R very desirable but open to consider individuals from a Python, C++, C#, or Matlab background
- Fixed Income or Equities knowledge most desirable