Quantitative Risk Manager

Michael Page International Rec Ltd
London, UK
Closing date
27 Oct 2020

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Contract Type
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The role will support the wider risk management business in the group, and be responsible for quantitative risk and pricing model development, developing model validation techniques and stress testing projects.

Client Details

Leading Financial Services Organisation


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


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
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