Analyst, Quantitative Risk Analytics

7 days ago

London, Greater London, United Kingdom European Bank for Reconstruction and Development Full time

Press Tab to Move to Skip to Content Link

Select how often (in days) to receive an alert:

Select how often (in days) to receive an alert:

Purpose of Job
Analyst, Quantitative Risk Analytics (QRA), is a subject matter expert on a broad range of topics related to risk modelling and quantitative finance: credit and market risk modelling, numerical/quantitative techniques, diverse set of financial products and market data, interpretation and assessment of models' results. Under the supervision of the Senior Manager, the job holder undertakes tasks, focused on the implementation of diverse set of risk measures with the ultimate goal of correctly capturing the risk stemming from the Bank's activities.

To do so, the Analyst should be comfortable with using programming skills in carrying out their day-to-day tasks. In addition, the Analyst also contributes to the provision of management information and risk analysis on Banking & Treasury portfolio.

Background
Quantitative Risk Analytics (QRA) is a function within Risk Policy & Analytics (RPA) team of the Risk Management department. The Team's primary function is supporting the articulation of the Bank's Risk Appetite and developing informative Risk Measures and Analytics. The quantitative function covers the following areas:

  • Credit Risk: Covers the identification, measurement, analysis and mitigation of the credit risks taken by the Treasury and Banking, including exotic products, and engages with them to provide advisory in the pre-trading structuring, collateral mitigants and portfolio what-if analysis, as well as exposure management within agreed limits.
  • Economic Capital & Stress Testing: Provides an internal estimate of overall and marginal Economic Capital consumption to facilitate capital allocation and management and leads the development and utilisation of the quantitative framework for the Bank's stress testing exercises.
  • Market Risk: Includes the identification, measurement, monitoring and mitigation of market risks in the Treasury and Banking operations.
  • Liquidity Risk: Monitors the liquidity risk measures under normal and stressed scenarios.

Facts / Scale

  • Key relationships mostly with internal clients (IT, Finance, Treasury, Treasury Credit Risk Management, Banking (FI)) and service providers (IT)
  • No direct reports or budgetary responsibility

Accountabilities & Responsibilities
Depending on the area of specialisation, Analyst, QRA is responsible for all or most of the following:

  • Participate in the in-house analytical/pricing library implementation including delivery of new pricing functionalities and risk aggregations.
  • Implement changes using programming skills to enhance the risk analytics processes. Produce credit, market or other relevant risk measures and interpretation of the results on a regular basis.
  • Partner with IT teams to deliver changes to the risk analytics library
  • Participate in projects with guidance from Principal/Senior Manager, with the aim of improving the existing modelling or to deliver bespoke analysis.
  • Provide advisory pre-trading structuring, collateral mitigants and portfolio what-if analysis for Treasury and Banking. Perform portfolio incremental exposure, sensitivities calculation and liquidity haircut calibration. Develop and maintain programs enabling efficient checks and analysis of inputs and outputs from both Treasury and Banking risk systems including current market data, time series of risk factors, trade details as well as risk measures and sensitivities.
  • Perform Economic Capital calculations and participate in the development and calibration of risk systems.
  • Perform the regular market, liquidity and/or credit risks operational processes, including the ICF testing, valuation reconciliation, risk factors parameters estimation, backtesting, add-on calibration and impacts analysis on the portfolio exposures.

Knowledge, Skills, Experience & Qualifications

  • Some relevant financial industry experience (typically an internship) from an investment or commercial bank, private equity, asset management firm or financial consulting firm operating to international standards.
  • MSc in Quantitative Finance or Math/Sciences
  • Outstanding quantitative and problem-solving abilities.
  • Significant practical experience with the implementation of credit and/or market risk measurement methodologies
  • Advanced knowledge of risk management and portfolio valuation techniques
  • Good understanding of major capital markets instruments across asset classes
  • Ability to communicate well at different levels, from senior management to portfolio managers/traders, risk managers, accountants, middle office and IT staff.
  • Ability to work to deadlines and under time pressure.
  • A positive attitude to problem solving, identifying solutions and finding ways to overcome obstacles, if need be through compromise and consensus building.
  • Knowledge of at least one object-oriented and scripting language, e.g. C++, R, Python, Matlab, Julia.
  • Knowledge of Active Pivot and/or Summit desirable
  • Knowledge of databases and SQL desirable.

What is it like to work at the EBRD?

Our agile and innovative approach is what makes life at the EBRD a unique experience You will be part of a pioneering and diverse international organisation, and use your talents to make a real difference to people's lives and help shape the future of the regions we invest in.

The EBRD environment provides you with:

  • Varied, stimulating and engaging work that gives you an opportunity to interact with a wide range of experts in the financial, political, public and private sectors across the regions we invest in;
  • A working culture that embraces inclusion and celebrates diversity;
  • An environment that places sustainability, equality and digital transformation at the heart of what we do.

Diversity is one of the Bank's core values which are at the heart of everything it does. A diverse workforce with the right knowledge and skills enables connection with our clients, brings pioneering ideas, energy and innovation. The EBRD staff is characterised by its rich diversity of nationalities, cultures and opinions and we aim to sustain and build on this strength. As such, the EBRD seeks to ensure that everyone is treated with respect and given equal opportunities and works in an inclusive environment. The EBRD encourages all qualified candidates who are nationals of the EBRD member countries to apply regardless of their racial, ethnic, religious and cultural background, gender, sexual orientation or disabilities. As an inclusive employer, we promote flexible working and expecting our employee to attend the office 50% of their working time.

#J-18808-Ljbffr

  • Analyst, Quantitative Risk Analytics

    1 week ago

    London, Greater London, United Kingdom The European Bank for Reconstruction and Development Full time

    Purpose of Job Analyst, Quantitative Risk Analytics (QRA), is a subject matter expert on a broad range of topics related to risk modelling and quantitative finance: credit and market risk modelling, numerical/quantitative techniques, diverse set of financial products and market data, interpretation and assessment of models' results. Under the supervision...

  • Analyst, Quantitative Risk Analytics

    1 month ago

    London, Greater London, United Kingdom EBRD Full time

    Requisition ID 34672 Office Country United Kingdom Office City London Division Risk Management Contract Type Short Term Contract Length 07 months Posting End DatePurpose of JobAnalyst, Quantitative Risk Analytics (QRA), is a subject matter expert on a broad range of topics related to risk modelling and quantitative finance: credit and market risk...

  • Analyst, Quantitative Risk Analytics

    7 days ago

    London, Greater London, United Kingdom European Bank for Reconstruction & Development Full time

    European Bank for Reconstruction & DevelopmentPurpose of JobAnalyst, Quantitative Risk Analytics (QRA), is a subject matter expert on a broad range of topics related to risk modelling and quantitative finance: credit and market risk modelling, numerical/quantitative techniques, diverse set of financial products and market data, interpretation and assessment...

  • Quantitative Analyst

    7 days ago

    London, Greater London, United Kingdom Validus Risk Management Ltd. Full time

    Validus Risk Management is seeking a Quantitative Analyst to join our strategy team within Quantitative Analytics and Technology department. The successful candidate will work closely with risk advisors and developers to analyse, design and implement solutions for alternative investment fund managers, focusing on market risk, and will play an important role...

  • Quantitative Trader

    1 week ago

    London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Senior Quantitative Researcher / Trader - London Our client is a global quantitative trading firm. The successful candidate will be responsible for developing and executing mid-frequency (minutes to days) futures trading strategies, leveraging advanced quantitative techniques and data analysis. Our client offers a highly competitive compensation package,...

  • Quantitative Risk Analyst

    1 week ago

    London, Greater London, United Kingdom Lutine Bell Full time

    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...

  • Quantitative Risk Analyst

    1 week ago

    London, Greater London, United Kingdom Lutine Bell Full time

    Job DescriptionLutine 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...

  • Quantitative Risk Analyst

    7 days ago

    London, Greater London, United Kingdom Arthur Full time

    Join Our Team! Arthur is excited to be partnering with a reputable Bermudian reinsurer operating in Bermuda, the UK, and the US. The role aims to support the Risk Management Function in enhancing and managing the quantitative aspects of the company's risk management framework. You will collaborate closely with the Syndicate Chief Risk Officer and Risk...

  • Quantitative Risk, Analyst

    1 week ago

    London, Greater London, United Kingdom Mizuho International Full time

    Who are we? We stand out from other financial institutions thanks to our exceptional team. At Mizuho, we value and celebrate our differences, creating a culture driven by purpose, passion, and compassion. Joining us means combining the stability of a global leader with the growth opportunities of a dynamic business environment. You'll find more...

  • Treasury Quantitative Analyst

    1 month ago

    London, Greater London, United Kingdom NatWest Group Full time

    Join us as a Treasury Quantitative AnalystWe'll look to you to support Treasury Markets for pricing, risk management and analytics, and support other areas of Treasury for application development and model risk managementYou'll be applying your subject matter expertise in the management and governance of Model Risk in Treasury as part of the Treasury...

  • Quantitative Analyst

    7 days ago

    London, Greater London, United Kingdom Mason Blake Full time

    Our client, a fast growing FinTech provider of trading and analytics solutions is looking to hire a Quantitative Analyst in the London office. This is an exciting opportunity to join a prestigious firm in the FinTech space, offering a culture of excellent and opportunity to learn from some of the industries most experienced and strongest quantitative...

  • Quantitative Risk Analyst

    7 days ago

    London, Greater London, United Kingdom Glencore International AG Full time

    Quantitative Risk Analyst Risk Department London, UK The Glencore Risk Department is an independent function aiming to control front-line trading. The Risk Department ensures that the risk-reward of the trading books is properly understood by Glencore senior management and that the physical exposure of the business – e.g. oil cargoes, electricity...

  • Quantitative Analyst

    1 week ago

    London, Greater London, United Kingdom Caxton Associates Full time

    About Caxton:Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco , Singapore and Dubai. Caxton Associates' primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and...

  • Quantitative Analyst

    1 week ago

    London, Greater London, United Kingdom Caxton Investments Llp Full time

    About Caxton: Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco , Singapore and Dubai. Caxton Associates' primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets...

  • Analyst - Hybrid

    1 week ago

    London, Greater London, United Kingdom Validus Risk Management Ltd. Full time

    Validus Risk Management is seeking a Quantitative Analyst to join our strategy team within Quantitative Analytics and Technology department. The successful candidate will work closely with risk advisors and developers to analyse, design and implement solutions for alternative investment fund managers, focusing on market risk, and will play an important role...

  • Asset Risk Analyst

    7 days ago

    London, Greater London, United Kingdom Point72 Asset Management, L.P Full time

    Job Description:Point72 Asset Management is seeking a mid-level Quantitative Risk Analyst to join its Risk & Quantitative Research team. The RQR team plays a vital role in the Firm's investment process, building a deeply rooted culture of efficient risk management and factful performance attribution. Quantitative Risk Analysts perform research to identify...

  • Quantitative Research Analyst

    7 days ago

    London, Greater London, United Kingdom Capital Group International Inc. Full time

    Quantitative Research Analyst page is loaded Quantitative Research Analyst Apply locations London time type Full time posted on Posted Yesterday job requisition id JR2636 "I can succeed as a Quantitative Research Analyst at Capital Group" As one of our Quantitative Research Analysts, you will engage in our investment decision process by conducting...

  • Quantitative Risk Manager

    7 days ago

    London, Greater London, United Kingdom Paritas Recruitment - Data & Tech Full time

    Quantitative & Systematic Trading Recruiter We are seeking a talented Risk Manager (Power & Gas Trading) to join a top 10 hedge fund a part of their Risk Management & Quantitative Research team. Managing a team of Quantitative Analysts and covering all Power & Gas Trading Portfolio Managers, as well as overall risk across the Global Macro businesses. ...

  • Head of Quantitative Analytics

    1 week ago

    London, Greater London, United Kingdom Taylor Root Global Legal Recruitment Full time

    Head of Quantitative AnalyticsLOCATIONCity of London, LondonCONTRACT TYPEPermanentPOSTEDPosted 19 mins agoSTART DATEASAPINDUSTRYBanking (In-house)SALARYUp to £130000 per annum + Plus Bonus + BenefitsEXPIRY DATEHead of Quantitative Analytics | London | Up to £130,000 Plus Bons and BenefitsTaylor Root have partnered with a leading financial services...

  • Quantitative Risk Analyst

    7 days ago

    London, Greater London, United Kingdom Arthur Recruitment Full time

    I am delighted to be collaborating with a Lloyds of London insurer, seeking aQuantitative Risk Analyst . This individual will report directly to the senior risk actuary and support the validation of the internal capital model.Candidates from acapital backgroundwould be highly desirable alongside risk candidates withexposure to validation.Key...