At a Glance
- Tasks: Design and validate risk models for trading portfolios using quantitative analysis.
- Company: Join a global bank with a strong focus on risk management.
- Benefits: Competitive salary, professional development, and a dynamic work environment.
- Other info: Collaborative team culture with opportunities for career advancement.
- Why this job: Make an impact in financial markets while developing your analytical skills.
- Qualifications: Strong quantitative skills and experience with data analysis.
The predicted salary is between 50000 - 70000 £ per year.
Analyst - Quantitative Risk London This is a quantitative role sitting within Risk Management, focused on the design, implementation and validation of traded-risk models that support market risk, counterparty exposure and capital across multiple asset classes.
Analyst - Quantitative Risk London We are working with a global bank to hire an Analyst into its Risk Analytics Modelling team in London.
This is a quantitative role sitting within Risk Management, focused on the design, implementation and validation of traded-risk models that support market risk, counterparty exposure and capital across multiple asset classes.
The role You will join a small, technical team responsible for: Developing, enhancing and maintaining risk and exposure models used for trading-book portfolios (e. g.
Va R, sensitivities, stress testing, counterparty exposure metrics).
Supporting model validation through independent testing, benchmarking and performance analysis.
Working with large market-data and trade-data sets to build and maintain time series and risk-factor representations (rates, FX, credit, equities, commodities).
Producing clear analysis and documentation of model behaviour, assumptions, limitations and monitoring results for risk committees and senior stakeholders.
Collaborating with Market Risk, Front Office, Model Risk and IT to implement mod...
