Traded Risk Quant Analyst

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:


  • Salary:


  • Contact:

    Phoebe Cheung

  • Contact email:

  • Job ref:

    PCH - Risk_1615910377

  • Published:

    11 months ago

  • Expiry date:


  • Startdate:



This is a role responsible for supporting the development and maintenance of market risk models and methodologies for more accurate traded risk measurement and management. The core objectives are to:

  • Develop new models in Fixed Income as per regulatory requirements
  • Contribute to the improvement of these models through assessment of impact, model validation, suggestion of improvements to the models and helping document changes for internal and external use
  • Coordinate projects dedicated to ensure consistency across sites
  • Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose


  • At least 7 years+ experience in a relevant quantitative analytics role
  • Strong experience in Market Risk models and methodologies development or prototyping
  • Strong understanding of market risk measures and derivative products
  • Python programming experience
  • Strong quantitative analytical skills
  • Good understanding of statistics
  • Graduate in Maths/Engineering/Science/Finance/Business Management or previous experience in risk management
  • Professional qualifications such as FRM/PRM/CFA Levels are an added plus
  • Open personality and effective communication skills, ability and flexibility to work in an international team
  • Ability to write clear and understandable documents

For more details, please send your CV to

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