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- Tasks: Lead the European Counterparty Credit Risk modelling function and manage the entire modelling lifecycle.
- Company: Join a rapidly expanding Global Investment Bank at the forefront of finance.
- Benefits: Enjoy competitive pay, career growth opportunities, and a collaborative work environment.
- Why this job: Make a real impact in risk analytics while working with cutting-edge tools and talented professionals.
- Qualifications: Master’s degree required; PhD preferred, with strong skills in Python, R, and SQL.
- Other info: This is a full-time senior role based in the City of London.
The predicted salary is between 80000 - 120000 £ 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.
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!
Head of Risk Analytics employer: Cornwallis Elt
Contact Detail:
Cornwallis Elt Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Head of Risk Analytics
✨Tip Number 1
Network with professionals in the investment banking sector, especially those involved in risk analytics. Attend industry conferences or webinars to connect with potential colleagues and learn about the latest trends in Counterparty Credit Risk.
✨Tip Number 2
Showcase your technical skills by contributing to open-source projects or creating your own projects using Python, R, and SQL. This not only demonstrates your expertise but also gives you practical examples to discuss during interviews.
✨Tip Number 3
Prepare for interviews by familiarising yourself with common quantitative risk modelling scenarios and case studies. Being able to discuss real-world applications of your knowledge will set you apart from other candidates.
✨Tip Number 4
Stay updated on regulatory changes and advancements in risk management tools. Understanding how these factors impact Counterparty Credit Risk will help you engage in meaningful discussions with interviewers and demonstrate your commitment to the field.
We think you need these skills to ace Head of Risk Analytics
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 the perfect fit for the Head of Risk Analytics role. Discuss your understanding of the end-to-end modelling lifecycle and how your background aligns with the responsibilities outlined in the job description.
Showcase Communication Skills: Since excellent communication skills are essential for this role, consider including examples in your application that demonstrate your ability to collaborate effectively with teams and present complex quantitative concepts clearly.
Highlight Relevant Education: Ensure you mention your Master’s degree and any PhD qualifications prominently. If you have completed any specific courses or certifications related to risk analysis or quantitative finance, include those as well to strengthen your application.
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 applied these skills, especially in relation to Counterparty Credit Risk modelling.
✨Demonstrate Your Quantitative Knowledge
Since this role requires a strong background in Quantitative Analysis, be ready to explain complex concepts clearly. Use examples from your past experience to illustrate your understanding of pricing and risk calculations.
✨Prepare for Collaborative Scenarios
Given the emphasis on teamwork, think of instances where you've successfully collaborated with other specialists or departments. Be ready to discuss how you foster effective partnerships and communication in a multi-functional environment.
✨Discuss Your Model Development Process
Be prepared to walk through your end-to-end modelling lifecycle experience. Discuss your approach to methodology, model design, development, implementation, and validation, showcasing your ability to maintain accurate analytics.
