Head of Risk Analytics

This range is provided by Cornwallis Elt. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, – City of London, Permanent 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. To be successful, you will demonstrate: 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 or 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! Seniority level Seniority level Director Employment type Employment type Full-time Job function Job function Finance and Information Technology Industries Investment Banking, Financial Services, and Capital Markets Referrals increase your chances of interviewing at Cornwallis Elt by 2x Sign in to set job alerts for “Head of Risk” roles. London, England, United Kingdom 1 month ago London, England, United Kingdom 2 months ago Head of Risk & Compliance (FinTech, EMI) London, England, United Kingdom 1 month ago London, England, United Kingdom 3 months ago London, England, United Kingdom 3 days ago Director of Governance, Risk & Compliance London, England, United Kingdom 4 days ago Global Head of Credit Risk Management Services London, England, United Kingdom 1 week ago Head of Financial Crime Prevention, London / Belfast. London, England, United Kingdom 5 days ago London, England, United Kingdom 5 days ago London, England, United Kingdom 1 week ago Greater London, England, United Kingdom 1 week ago Head of Risk – Expanding Hedge Fund – Lucrative comp potential Head of Internal Audit & Risk (FTSE 250) Hatfield, England, United Kingdom 3 weeks ago Compliance AML Head of Risk Frameworks & Reporting London, England, United Kingdom 1 week ago London, England, United Kingdom 1 week ago MD, Head of Financial Crime, Business Banking London, England, United Kingdom 3 days ago Head of Risk & Compliance – Wealth Management Platform Greater London, England, United Kingdom 20 hours ago Head of Governance, Risk and Compliance – Info Sec – 12 Month FTC Head of Compliance – International Credit & Fraud Risk and Global Credit and Fraud Operations London, England, United Kingdom 3 weeks ago City Of London, England, United Kingdom £100,000.00-£140,000.00 1 week ago MD, Head of Financial Crime, Business Banking London, England, United Kingdom 3 days ago Vice President, Operational Resilience Governance, MI & Change Lead London, England, United Kingdom 1 week ago Head of Product Risk and Compliance, Latin America, Middle East and Africa London, England, United Kingdom 2 days ago London, England, United Kingdom 1 week ago Operational Risk Department, Director, Commodities and Global Markets EMEA London, England, United Kingdom 1 week ago We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI. #J-18808-Ljbffr