Quantitative Risk Analyst Quantitative Risk Analyst …

Taylor Root
in London, United Kingdom
Permanent, Full time
Last application, 07 May 21
Negotiable
Taylor Root
in London, United Kingdom
Permanent, Full time
Last application, 07 May 21
Negotiable
One of my banking clients, is looking for a Quantitative Risk Analyst to join their team based in London. You will be part of the Traded Risk Model Development team that covers cross asset class products.

Responsibilities:

  • Working closely with the Market Risk, Counterparty Credit Risk, Product Control, Finance and Front Office teams to provide quantitative support and practical solutions
  • Supporting changes to interest risk in the banking book, valuation adjustments, modelling of market risk factors and/or stress testing models
  • Demonstrating an understanding of derivatives across asset classes (fixed income, inflation, FX, equity), from a theoretical perspective
  • Responsible for the quantitative aspects of model development and its implementation
  • Helping evolve the existing models into more user-friendly deployments using tools such as R-shiny or Python Dash
  • Supporting the closure of internal validation recommendations in a timely manner and regular model monitoring

Requirements:

  • Demonstrating strong quantitative skills applied in modelling and data analysis
  • Theoretical understanding of valuation and pricing models of financial products, derivatives and risk management methodologies (VaR, risk capital, stress testing)
  • Knowledge of statistical modelling of market data, or mathematical/econometric skills
  • Demonstrable programming skills (Python, Dash, R, Shiny R, VBA or C++).
  • Degree level education in a quantitative field (or equivalent experience)
  • A postgraduate qualification/PhD would be advantageous

For more details, please send your CV to phoebecheung@taylorroot.com

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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