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- Tasks: Join us as a Quant Risk Analyst to tackle exciting challenges in risk modelling and analytics.
- Company: Quanteam is a leading consulting firm in Capital Markets with a global presence.
- Benefits: Enjoy full-time employment with opportunities for growth and development in a dynamic environment.
- Why this job: Be part of a collaborative culture that values innovation and offers impactful work in finance.
- Qualifications: Ideal candidates have 0-4 years of experience and strong Python skills, with a background in quantitative fields.
- Other info: This role requires travel to our London office; start date is ASAP.
The predicted salary is between 36000 - 60000 £ per year.
Location: London – travel to office is required
Experience: 0-4 years (Junior/Associate Level)
Skills: Python, Counterparty Credit Risk (CCR), XVA, Quantitative Analysis
Start Date: ASAP
Full Time Employment
Role Overview: We are seeking a Quant Risk Analyst specializing in Counterparty Credit Risk (CCR) and XVA to support risk model development, pricing adjustments, and analytics. The ideal candidate will have strong quantitative skills, a solid understanding of financial risk, and hands-on experience with Python for risk modelling and data analysis.
Key Responsibilities:
- Assist in CCR exposure modelling and XVA (CVA, DVA, FVA) calculations.
- Support the development and validation of risk models and pricing frameworks.
- Work with trading, risk, and quant teams to enhance risk analytics.
- Implement and optimize Python-based risk tools and libraries.
- Conduct stress testing and scenario analysis for derivatives portfolios.
- Ensure compliance with Basel III, FRTB, SA-CCR, and other regulatory frameworks.
Key Requirements:
- 0-4 years of experience in Quant Risk, XVA, or related fields.
- Strong Python programming skills for risk modelling and automation.
- Understanding of CCR, XVA (CVA, DVA, FVA), derivatives pricing, and risk metrics.
- Knowledge of Monte Carlo simulations, stochastic calculus, and PDEs is a plus.
- Familiarity with regulatory frameworks (Basel III, SA-CCR, FRTB).
- A degree in Mathematics, Quant Finance, Physics, Engineering, or related field.
WHO WE ARE: Quanteam Group is a Consulting firm specialized in the Capital Markets industry, in Paris, London, Krakow, Brussels, New York and North Africa. Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
The firm mainly takes part in:
- Business consulting: Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organizational Transformation & Process Improvement.
- IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.
As part of Quanteam Group, Quanteam UK & PL has today more than 80 consultants, working for major Capital Markets institutions in London and Krakow.
Associate Risk Management Analyst - Quanteam employer: Quanteam
Contact Detail:
Quanteam Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Associate Risk Management Analyst - Quanteam
✨Tip Number 1
Familiarise yourself with the latest trends in Counterparty Credit Risk (CCR) and XVA. Understanding current market practices and regulatory changes will not only enhance your knowledge but also demonstrate your commitment to the field during interviews.
✨Tip Number 2
Network with professionals in the Quant Risk space, especially those who work with Python for risk modelling. Attend industry events or webinars to connect with potential colleagues and learn about their experiences, which can provide valuable insights for your application.
✨Tip Number 3
Brush up on your Python skills by working on relevant projects or contributing to open-source initiatives. Having practical examples of your coding abilities can set you apart from other candidates and show your hands-on experience in risk modelling.
✨Tip Number 4
Prepare for technical interviews by practising quantitative analysis problems and understanding key concepts like Monte Carlo simulations and stochastic calculus. Being able to discuss these topics confidently will showcase your expertise and readiness for the role.
We think you need these skills to ace Associate Risk Management Analyst - Quanteam
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience and skills related to Quant Risk, CCR, and XVA. Emphasise your Python programming abilities and any quantitative analysis projects you've worked on.
Craft a Strong Cover Letter: Write a cover letter that specifically addresses the role of Associate Risk Management Analyst. Mention your understanding of financial risk, your hands-on experience with Python, and how you can contribute to Quanteam's objectives.
Showcase Relevant Projects: If you have completed any projects or coursework related to risk modelling, derivatives pricing, or regulatory frameworks, be sure to include these in your application. This will demonstrate your practical knowledge and commitment to the field.
Highlight Regulatory Knowledge: Mention your familiarity with regulatory frameworks such as Basel III and FRTB in your application. This is crucial for the role and shows that you understand the compliance aspects of risk management.
How to prepare for a job interview at Quanteam
✨Brush Up on Your Python Skills
Since the role requires strong Python programming skills, make sure to review your knowledge of Python, especially in the context of risk modelling and data analysis. Be prepared to discuss specific projects or examples where you've used Python effectively.
✨Understand Key Concepts in CCR and XVA
Familiarise yourself with Counterparty Credit Risk (CCR) and XVA (CVA, DVA, FVA). Be ready to explain these concepts clearly and how they relate to risk management. This will demonstrate your understanding of the field and your readiness for the role.
✨Prepare for Technical Questions
Expect technical questions related to quantitative analysis, Monte Carlo simulations, and stochastic calculus. Review relevant mathematical concepts and be prepared to solve problems on the spot, as this will showcase your analytical skills.
✨Show Your Knowledge of Regulatory Frameworks
Since compliance with regulations like Basel III and FRTB is crucial, make sure you understand these frameworks. Be prepared to discuss how they impact risk management practices and how you would ensure compliance in your role.
