Quantitative Risk Analyst - Interim (FTC or PAYE contract)

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:

    Contract

  • Salary:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Contact email:

    phoebecheung@taylorroot.com

  • Job ref:

    PCH - Risk_1579197845

  • Published:

    9 months ago

  • Expiry date:

    2020-01-26

  • Startdate:

    ASAP

  • Consultant:

    #

My client, an international middle eastern bank based in London is looking for 2 Quantitative Risk Analyst to join their London team. This is a fixed term contract role or PAYE day rate contract role with potential to convert to perm after the contract.

You will be directly reporting to and working alongside with the CRO. You will be working on multiple projects and different types of quantitative modelling work. You will have the opportunity to see the end to end process of the projects and model development.

Essential qualifications and experience:

  • Junior to intermediate level graduate with 2 to 4 years' commercial experience
  • experience in a banking or financial institution, including regulatory calculations and production of management information and reports
  • capable of developing well-structured model documentation and robust testing procedures, and of executing same
  • intermediate statistical analysis of data sets - median, percentiles, expected shortfalls, ANOVA
  • knowledge of simulation-based modelling approaches including Monte-Carlo techniques, Markov processes and transition matrices
  • skilled with Microsoft Excel, including creation of spread sheets with embedded error checking for use in production environments
  • skilled in the visualisation of data, and selecting the best chart types to inform decision-making
  • exposure to the "R" statistical analysis package and R-studio environment, and the "tidyr" data cleansing package
  • exposure to data mining tools such as Tableau or Pentaho, or to associated code libraries such as Pandas (in Python) is desirable

Please send your CV to phoebecheung@taylorroot.com

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