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- Tasks: Lead the modelling lifecycle for Counterparty Credit Risk at a top investment bank.
- Company: Join a global investment bank known for its innovative approach to risk analytics.
- Benefits: Enjoy a permanent role with opportunities for professional growth and collaboration.
- Why this job: Be part of a dynamic team shaping the future of risk management in finance.
- Qualifications: Master’s degree required; PhD preferred, with strong skills in Python, R, and SQL.
- Other info: Ideal for those passionate about quantitative analysis and model development.
The predicted salary is between 72000 - 108000 £ per year.
A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management.
This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis.
Requirements:
- Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD
- A strong background in Quantitative Analysis and Model Development, with an in-depth understanding of pricing and risk calculations, particularly for Counterparty Credit Risk
- Technical expertise in Python, R and SQL
- Knowledge of integrating quantitative libraries and models into IT systems
- Excellent communication skills and a collaborative mindset to ensure effective partnership with the business and other Quantitative specialists
If you are a Quantitative Specialist with SME knowledge in Counterparty Credit Risk modelling looking for your next challenge with a rapidly expanding Investment Bank, please do apply!
Analytics Manager - Risk employer: Cornwallis Elt
Contact Detail:
Cornwallis Elt Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Analytics Manager - Risk
✨Tip Number 1
Familiarise yourself with the latest trends and developments in Counterparty Credit Risk modelling. This will not only enhance your understanding but also allow you to engage in informed discussions during interviews, showcasing your expertise and enthusiasm for the role.
✨Tip Number 2
Network with professionals in the quantitative finance space, especially those working in risk analytics. Attend industry events or webinars to connect with potential colleagues and learn about their experiences, which can provide valuable insights into the company culture and expectations.
✨Tip Number 3
Brush up on your technical skills in Python, R, and SQL. Consider working on personal projects or contributing to open-source initiatives that demonstrate your ability to integrate quantitative models into IT systems, as this practical experience can set you apart from other candidates.
✨Tip Number 4
Prepare to discuss your previous experiences in model development and validation. Be ready to share specific examples of how you've tackled challenges in quantitative analysis, as this will help illustrate your problem-solving abilities and collaborative mindset to potential employers.
We think you need these skills to ace Analytics Manager - Risk
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in Quantitative Analysis and Model Development. Emphasise your technical skills in Python, R, and SQL, as well as any relevant projects or roles that demonstrate your expertise in Counterparty Credit Risk.
Craft a Compelling Cover Letter: In your cover letter, explain why you are passionate about the role and how your background aligns with the responsibilities outlined in the job description. Mention specific experiences that showcase your ability to manage the modelling lifecycle and collaborate with other specialists.
Showcase Your Technical Skills: Include examples of your work with quantitative libraries and models, particularly how you've integrated them into IT systems. This will demonstrate your hands-on experience and technical proficiency, which are crucial for this role.
Highlight Communication and Collaboration: Since the role requires excellent communication skills and a collaborative mindset, provide examples of how you've successfully worked with teams or stakeholders in previous positions. This will help illustrate your ability to partner effectively with the business and other quantitative specialists.
How to prepare for a job interview at Cornwallis Elt
✨Showcase Your Technical Skills
Make sure to highlight your expertise in Python, R, and SQL during the interview. Be prepared to discuss specific projects where you've used these tools for quantitative analysis and model development.
✨Demonstrate Your Understanding of Risk Analytics
Familiarise yourself with Counterparty Credit Risk concepts and be ready to explain how you would approach model design and validation. Use examples from your past experience to illustrate your knowledge.
✨Prepare for Collaborative Scenarios
Since this role involves working closely with other quantitative specialists and business teams, think of examples that showcase your collaborative mindset. Be ready to discuss how you’ve successfully partnered with others in previous roles.
✨Ask Insightful Questions
Prepare thoughtful questions about the company's modelling infrastructure and the challenges they face in risk analytics. This shows your genuine interest in the role and helps you assess if it's the right fit for you.
