Quantitative Risk Manager

Orbis Consultants
London, UK
Closing date
8 Oct 2020
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In terms of the asset classes, this role requires experience in Fixed Income.

This position will also entail significant interaction with all relevant departments to lead the process of implementing, testing and maintaining these risk models. Also very critical is the ability of the staff to understand core business principles related to Dodd-Frank and other regulatory requirements as they relate to Risk Management policies. As such, this role would require the ability to multi-task and operate under aggressive deadlines. In addition, this role will role will be external-facing with our clients and will require the ability to interact equally with both senior management internally and externally.

  • MBA/MS/ BSC or PhD in Finance, Economics, or a quantitative field and possesses strong quantitative, analytical and problem solving skills
  • Experience in developing Risk Management models(e.g. Historical VaR, Monte Carlo, Multi-Factor, SPAN, etc.)
  • Experience with R is essential
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