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Quantitative Risk Analyst

3 months ago

London, Greater London, United Kingdom Lutine Bell Full time
Job Description

Lutine Bell are currently working with a global banking group.

We are looking for experienced Quantitative Risk Analysts both AVP and VP level professionals to compliment the existing team.

What you'll be doing:

  • Support the development, implementation, and delivery of the Model Risk Management Framework across EMEA region.
  • Engage with Model Owners, Model Developers, and the Validation Team to ensure that all items subject to the Model Risk Management Framework are captured and appropriately managed.
  • Estimate the regulatory capital by actively participating in the Internal Capital Adequacy Assessment Process (ICAAP).
  • Produce portfolio analytics covering capital contribution for both Economic Capital and Regulatory Capital.

You must have:

  • Experience in Quantitative Analysis, Model validation or Development within a corporate & wholesale or investment bank.
  • Working knowledge of SQL and other programming language (R, SAS, Python etc.)
  • BSc/MSc Degree in a quantitative field (Finance, Mathematics, Economics, Engineering etc.)
  • Excellent communication skills

If this role sounds like one for you please apply.