Quantitative Risk Analyst

PLEASE ONLY APPLY FOR THIS ROLE IF YOU ARE AVAILABLE TO START IMMEDIATELY.

To assist in model development, processes and systems that present risk management information on portfolios.

Key responsibilities/accountabilities

• Assists in analytical models development and maintenance
• Define or recommend model specifications or data collection methods
• Devise or apply independent models or tools to help verify results of analytical systems
• Research or develop analytical tools to address issues such as portfolio construction or optimization, performance measurement, attribution, profit and loss measurement, or pricing models
• Collaborate in the development or testing of new analytical software to ensure compliance with user requirements, specifications, or scope
• Support portfolio managers in tasks such as portfolio analysis, responding to client queries, creation bespoke analyses to support the business development effort, analysis of portfolio performance
• Work closely with IT Developers to write requirements documentation for creating new processes or maintain processes in use
• Work closely with Dealers to integrate transaction costs, risk management techniques into trade approval and monitoring processes
• Develop and maintain documented procedures for Risk Management processes
• Other tasks as may be required, commensurate with the level of the post

Skills Required

• At least a BS degree in a relevant quantitative field such as maths, physics, computer science or engineering
• Programming skills in an OO or functional paradigm such as Java, C++, Python or C#
• Interest in financial mathematics and modelling.
• Strong quantitative and analytical skills
• Advance spreadsheet skills
• Soft skills
• A high attention to detail, experience with logical thinking and problem solving.
• A flexible attitude and ability to work in a small but growing team.
• A self-starting entrepreneurial spirit, personal and professional integrity, and a desire to strive to obtain excellence.

Colchester is an Equal Opportunities Employer committed to building an inclusive and diverse workforce. All applicants will be treated fairly, without regard to all identifying characteristics including race, religion, sex, nationality, age, disability, sexual orientation, marital status, gender identity and expression or any other protected group status.