Head of Quantitative Analysis Head of Quantitative Analysis …

B&FS Risk
in London, United Kingdom
Permanent, Full time
Last application, 26 Sep 21
Highly Competitive
B&FS Risk
in London, United Kingdom
Permanent, Full time
Last application, 26 Sep 21
Highly Competitive
Posted by:
Deepan Sakthithasan • Recruiter
Posted by:
Deepan Sakthithasan
My client a World Leading Buyside organisation is looking for a senior Quantitative individual to be a senior leader within the Risk function responsible for risk models, model validation, stress testing and economic capital.

Role Responsibilities

  • Monitors risk model performance across all services, for example using backtesting, procyclicality and kupiec statistics
  • Reviews and challenges risk methodologies for all first line new products and model changes
  • Develops and maintains analytical tools to enable risk analysis
  • Manages cycle of model validation assignments and track relevant actions, including managing the relationship with the model validation team 
  • Maintains relevant market risk policies
  • Identifies areas needing improvement; prioritising, tracking and reporting delivery
  • Maintains Economic Risk Capital Model and reporting
  • Reviews changes to stress testing framework;  conducts reverse stress testing analysis
  • Manages a team of 2 quantitative analysts;  responsible for allocating responsibilities, setting challenging objectives, learning and development

Key Skills Required

  • Candidate should have extensive experience working in a quantitative risk function within a financial services organisation
  • The candidate should have deep domain expertise, including extensive technical knowledge of risk management techniques such as Value at Risk and Stress Testing
  • The candidate should have a strong organisational focus with experience of managing a complex set of deliverables with limited resources
  • The candidate will have a Proactive, pragmatic, and thoughtful approach
  • The candidate should be educated to at least degree level in a numerical or scientific discipline
  • Post-graduate qualifications in a quantitative discipline would be a definite advantage

If you would like to discuss the role further please contact me on Deepan.Sakthithasan@investigo.co.uk

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