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Senior Quantitative Risk Analyst - Financial Services - London

Job Title: Senior Quantitative Risk Analyst - Financial Services - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £65000.00 - £75000.00 per annum
Reference: BBBH22235_1566553293
Contact Name: Victoria Gbadebo
Contact Email: victoria.gbadebo@twentyrecruitment.com
Job Published: August 23, 2019 10:41

Job Description

Twenty Financial Services are looking for a Senior Quantitative Risk Analyst for a leading Financial Services Institution based in London.

Focusing on Fixed Income and Equities, the role would involve leading the analytics team as the second to the Head of Quantitative Risk. It will also have a strong focus on analytics covering risk modelling, VaR, model calibration and stress testing.

Responsibilities

  • As the second to the department, acting as an SME in relation to all Risk matters
  • Develop the risk analytics function, covering various models and the testing of frameworks
  • Leading the team in introducing new products
  • Contribute to the Market and Liquidity Risk Frameworks
  • Develop and maintain pricing models, risk analytics, stress testing, back testing and sensitivity tests

Skills required

  • Strong experience in the quantitative analysis space, particularly within risk
  • Background in a market risk position, within market risk methodology, model development, model validation team or similar ideally
  • Experience in leadership or team leading
  • Degree in a quantitative subject such as mathematics, financial engineering, economics, physics etc
  • Strong coding ability in R. Candidates with Python, C++, C# or Matlab would also be considered