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.
Your day-to-day responsibilities would be:
- 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
To be considered for this job, you will have the following experience:
- 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 management
- 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