Quantitative Risk Manager

Employer
Financial Services
Location
London, UK
Salary
Competitive
Closing date
30 Sep 2020

View more

Sector
Accountancy
Contract Type
Permanent
You need to sign in or create an account to save a job.
Leading Financial Services Organisation

Description

Maintain and update the models managed/developed by the Quantitative Risk team for the wider Department

Review and improve the existing risk/pricing models or methodologies

Design and develop testing strategies to back test and stress test models and to validate on-going performance of pricing and risk calculation models

Research potential ways of enhancing current models/methodologies, or new models/methodologies that could be implemented

Assist in model design and development together with the rest of the Quantitative Risk team

Assist in preparing papers on model changes/reviews or other specific issues for Risk Committee

Liaise with independent specialists, regulators, external and internal stakeholders to ensure models are understood within wider risk management framework

Involvement in wider risk projects and deliverables as required

Profile

Track record in financial services in a quantitative role is essential

Track record in model development and a strong background in risk/price modelling

Experience in relevant fields such as model validation also a benefit

Experience in quantitative research also beneficial

Product knowledge in Commodity and exchange markets and its related derivative instruments is beneficial

Detailed understanding about risk models essential

Appreciation of the regulatory environment of financial services businesses essential

Experience and knowledge of Market, credit, collateral or liquidity risk management principles, such as back testing and stress testing, and valuation of products.

Job Offer

A permanent AVP / VP level role with competitive salary and benefits package
You need to sign in or create an account to save a job.

Get job alerts

Create a job alert and receive personalised job recommendations straight to your inbox.

Create alert