Quant Risk Modeler – MR/CCR (12-Month) in London
Quant Risk Modeler – MR/CCR (12-Month)

Quant Risk Modeler – MR/CCR (12-Month) in London

London Full-Time 60000 - 80000 £ / year (est.) No home office possible
ICBC Standard Bank Plc

At a Glance

  • Tasks: Develop and manage risk models for Market Risk and Counterparty Credit Risk.
  • Company: Leading financial markets and commodities bank in London.
  • Benefits: Gain valuable experience in a dynamic financial environment.
  • Why this job: Join a team that shapes risk management and compliance in finance.
  • Qualifications: Degree in a relevant field and proficiency in Python and C++.
  • Other info: Temporary role with opportunities for diverse engagement and learning.

The predicted salary is between 60000 - 80000 £ per year.

A leading financial markets and commodities bank in London is seeking an experienced professional to join their Risk Methodologies and Analytics Team. This temporary role focuses on developing and managing risk models for Market Risk and Counterparty Credit Risk, with responsibilities including ownership of model governance and participation in new product approval processes.

Ideal candidates will have a degree in a relevant field and strong proficiency in programming languages like Python and C++.

The role promises diverse engagement across risk management frameworks and regulatory compliance.

Quant Risk Modeler – MR/CCR (12-Month) in London employer: ICBC Standard Bank Plc

As a leading financial markets and commodities bank in London, we pride ourselves on fostering a dynamic work culture that encourages innovation and collaboration. Our employees benefit from comprehensive professional development opportunities, competitive remuneration, and a supportive environment that values diversity and inclusion. Join us to be part of a team that not only drives excellence in risk management but also prioritises your growth and well-being.
ICBC Standard Bank Plc

Contact Detail:

ICBC Standard Bank Plc Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Quant Risk Modeler – MR/CCR (12-Month) in London

Tip Number 1

Network like a pro! Reach out to professionals in the financial sector, especially those working in risk management. A friendly chat can lead to insider info about job openings and even referrals.

Tip Number 2

Show off your skills! Prepare a portfolio showcasing your programming projects in Python and C++. This will not only demonstrate your technical abilities but also your passion for the field.

Tip Number 3

Ace the interview by brushing up on your knowledge of risk models and regulatory compliance. Be ready to discuss how you would approach model governance and new product approvals.

Tip Number 4

Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive about their job search.

We think you need these skills to ace Quant Risk Modeler – MR/CCR (12-Month) in London

Risk Modelling
Market Risk Analysis
Counterparty Credit Risk Analysis
Model Governance
New Product Approval Processes
Programming in Python
Programming in C++
Risk Management Frameworks
Regulatory Compliance
Analytical Skills
Problem-Solving Skills
Communication Skills
Team Collaboration
Attention to Detail

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your experience in risk modelling and programming skills, especially in Python and C++. We want to see how your background aligns with the role, so don’t be shy about showcasing relevant projects!

Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about risk management and how your skills can contribute to our team. Keep it concise but impactful – we love a good story!

Showcase Your Analytical Skills: In your application, emphasise your analytical abilities and any experience with model governance or regulatory compliance. We’re looking for someone who can navigate complex frameworks, so let us know how you’ve done this in the past.

Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it’s super easy – just a few clicks and you’re done!

How to prepare for a job interview at ICBC Standard Bank Plc

Know Your Models

Make sure you brush up on the risk models relevant to Market Risk and Counterparty Credit Risk. Be prepared to discuss your experience with model governance and how you've contributed to new product approval processes in the past.

Show Off Your Coding Skills

Since proficiency in Python and C++ is key, be ready to demonstrate your coding skills. You might be asked to solve a problem on the spot, so practice coding challenges beforehand to boost your confidence.

Understand Regulatory Compliance

Familiarise yourself with the latest regulations affecting risk management frameworks. Being able to discuss how these regulations impact model development will show that you’re not just technically skilled but also aware of the broader context.

Engage with the Team

This role involves diverse engagement across teams, so be prepared to discuss how you collaborate with others. Share examples of successful teamwork and how you’ve navigated challenges in a collaborative environment.

Quant Risk Modeler – MR/CCR (12-Month) in London
ICBC Standard Bank Plc
Location: London

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