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Quantitative Risk Analytics Specialist

2 months ago

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

The European Bank for Reconstruction and Development is seeking a highly skilled Quantitative Risk Analytics Specialist to join its Risk Management department. As a key member of the team, you will be responsible for managing numerical/quantitative techniques, understanding financial markets, transactions, market data, exposure aggregation rules, and IT system interdependencies.

Key Responsibilities
  • Produce credit, market, or other relevant risk measures and interpretation of the results on a regular basis.
  • Identify and analyze portfolio concentrations and sensitivities, perform regular checks with other information systems to ensure the Risk Management System integrity, and report any data anomalies and system-generated alerts to colleagues.
  • Participate in projects with guidance from Principal/Senior Manager, with the aim of improving the existing modeling 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.
  • Maintain the proprietary automated tools required for risk factor parameters estimation, add-on calibration, back-testing, and/or Value-at-risk methodology enhancement.
  • 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, market risk factors parameters estimation, backtesting, add-on calibration, and impacts analysis on the portfolio exposures.
  • Participate in the in-house analytical/pricing library implementation, including new scenarios generation models, pricing functions, sensitivities calculation, or risk aggregations.
Requirements
  • 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.
  • Strong quantitative skills in financial modeling and statistics/econometrics.
  • Significant practical experience with the implementation of credit and/or market risk measurement methodologies.
  • Good understanding of all major capital markets instruments across asset classes.
  • Extensive knowledge of industry best practice and the latest status of regulation in the field of credit and/or market risk.
  • Good understanding of risk management and portfolio valuation techniques.
  • Plans work well, establishes suitable priorities, anticipates problems, and responds in a timely manner, meets deadlines.
  • Ability to communicate well at all 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.
  • Proficient in at least one programming language, e.g., Excel VBA, Matlab, or C++.
  • Knowledge of QuiC, Active Pivot, Summit, and/or Numerix desirable.
  • Knowledge of databases, SQL, Perl, Python, and/or Java desirable.