Quantitative Risk Analyst - FinTech - London Quantitative Risk Analyst - FinTech - London …

Twenty Group
in London, United Kingdom
Permanent, Full time
Last application, 01 Dec 21
95000
Twenty Group
in London, United Kingdom
Permanent, Full time
Last application, 01 Dec 21
95000
Posted by:
James Morgan • Headhunter - Data Practice Lead covering FinTech and Commodities
Posted by:
James Morgan
Headhunter - Data Practice Lead covering FinTech and Commodities
Quantitative Risk Analyst role encompasses the evaluation and development of risk management models and tactical applications, quantitative analysis and financial modelling, independent evaluation of new models, and other quantitative tasks as required on an ad-hoc or project basis.

 This 2nd line risk management role will involve
Development and BAU of own models: Developing, maintaining and running team-developed models (e.g. reverse stress testing, benchmark projects) on a regular basis;
Challenge: forming independent opinion of new methodology proposals,  and work on framework and policies.
R&D: Working on special data-intensive / financial-related topics with the Head of Quantitative.

Model Development

Evaluation, testing, design and development of risk management models and tools.

Development and maintenance of in-house risk analytics library, such as backtesting methodology, stress testing methodology, procyclicality.

Model Validation

Contribute to model validation projects by tool development or validating models.

Timely and accurate analysis of quantitative risk issues.
Contribute to improvements in existing risk management techniques and processes through the application of advanced quantitative methods.

 

 

Twenty Group logo
More Jobs Like This
See more jobs
Close