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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 finance.
- Benefits: Enjoy a permanent role with opportunities for professional growth and collaboration.
- Why this job: Be part of a dynamic team shaping risk analytics in a fast-paced environment.
- Qualifications: Master’s degree required; PhD preferred, with strong quantitative analysis skills.
- Other info: Ideal for those passionate about model development and risk management.
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.
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 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!
Head of Quantitative Risk Analytics (City Of London) employer: Cornwallis Elt
Contact Detail:
Cornwallis Elt Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Head of Quantitative Risk Analytics (City Of London)
✨Tip Number 1
Network with professionals in the quantitative finance field, especially those who work 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, or SQL. This not only demonstrates your expertise but also gives you practical examples to discuss during interviews.
✨Tip Number 3
Prepare for interviews by brushing up on your knowledge of model development and validation processes. Be ready to discuss specific methodologies you've used and how they can be applied to enhance Counterparty Credit Risk management.
✨Tip Number 4
Familiarise yourself with the latest regulatory requirements and best practices in risk analytics. Being knowledgeable about current standards will show your commitment to the role and your ability to navigate the complexities of the financial landscape.
We think you need these skills to ace Head of Quantitative Risk Analytics (City Of London)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your relevant experience in Quantitative Analysis and Model Development. Emphasise your technical skills in Python, R, and SQL, as well as any specific projects related to Counterparty Credit Risk.
Craft a Compelling Cover Letter: In your cover letter, explain why you are the perfect fit for the Head of Quantitative Risk Analytics role. Discuss your experience with model development and validation, and how your background aligns with the responsibilities outlined in the job description.
Showcase Your Technical Expertise: Include specific examples of your work with quantitative models and risk analysis tools. Mention any experience you have with integrating quantitative libraries into IT systems, as this is crucial for the role.
Highlight Communication Skills: Since collaboration is key in this role, provide examples of how you've successfully worked with teams or communicated complex quantitative concepts to non-technical stakeholders. This will demonstrate your ability to partner effectively with the business.
How to prepare for a job interview at Cornwallis Elt
✨Showcase Your Technical Skills
Be prepared to discuss your expertise in Python, R, and SQL. Bring examples of past projects where you successfully integrated quantitative models into IT systems, as this will demonstrate your technical proficiency and relevance to the role.
✨Demonstrate Your Quantitative Knowledge
Make sure to highlight your understanding of Counterparty Credit Risk and model development. Be ready to explain complex concepts in a simple way, as effective communication is key in this role.
✨Prepare for Scenario-Based Questions
Expect questions that assess your problem-solving abilities in real-world scenarios. Think about how you would approach model validation or risk analysis challenges, and be ready to articulate your thought process clearly.
✨Emphasise Collaboration
Since this role involves working closely with other quantitative specialists and business units, share examples of how you've successfully collaborated in the past. Highlight your ability to build relationships and work as part of a team to achieve common goals.
