Quant Risk Manager

  • Locatie

    London, England

  • Sector:

    Banken & Financial Services

  • Soort contract:

    Permanent

  • Salaris:

    £80000 - £100000 per annum

  • Contact:

    Gorgui Niass

  • Email:

    trdaxtraadresp@thesrgroup.com

  • Job ref:

    PR/207803_1653473076

  • Gepubliceerd:

    1 maand geleden

  • Termijn:

    2022-06-24

Key Responsibilities

  • Design and calibration of quantitative risk models (VaR, stress testing, liquidity etc) in a standard consistent with EMIR regulation and company nternal policies
  • Methodology documentation and presentations to governance forums
  • Liaison with key stakeholders including Group Risk, Bank of England, ESMA, auditors
  • Definition of margin algorithms and clear business requirement for IT teams
  • Developing and implementing quantitative solutions and analytical tools
  • Prototyping and testing (UAT)

Experience

  • Quantitative degree and MSc, or equivalent qualifications.
  • 5+ years of experience in the Finance industry, including Quantitative Risk analytics
  • Good knowledge of products and markets across the securities universe (equities, bonds, MBS etc)
  • Understanding the role of clearing and familiarity with applicable regulations
  • Strong programming skills (Java, R, Python)
  • Sound conceptual / technical knowledge of modern IT infrastructure stack
  • Autonomy, problem solving skills
  • Effective communication skills (written and oral).
  • Ability to work with team delivery environment.

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

Please note that your personal information will be treated in accordance with our Privacy Policy.