Quant Risk Manager

  • Location
    London
  • Posted
  • Industry
    Financial Services (In-house)
  • Expiry Date
    2022-10-12

Key Responsibilities

  • Design and calibration of quantitative risk models (VaR, stress testing, liquidity etc) in a standard consistent with EMIR regulation and the clients internal policies
  • Methodology documentation and presentations to governance forums
  • Liaison with key stakeholders including Group Risk, Banks, 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)

Enter the essential experience and skills required:

  • 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.

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