Quantitative Risk Manager

21 hours ago


Liverpool, Liverpool, United Kingdom Roka Search Full time

Job Overview

Roka Search Ltd is seeking a highly skilled Quantitative Risk Analyst to join their Regulatory & Risk Analytics team. This senior manager role will involve delivering key client projects and working with prestigious financial institutions.

About the Role

The ideal candidate will have a strong understanding of financial instruments and risk management concepts, as well as expertise in programming languages such as Python, R, and SQL.

Key Responsibilities

  • Provide expert guidance on regulatory requirements, including Basel III, CCAR, FRTB, and local regulations.
  • Develop and implement robust model risk management frameworks, covering model development, validation, and ongoing monitoring.
  • Support clients in valuing complex derivative instruments, including options, swaps, and futures.
  • Conduct advanced stress testing exercises to assess the impact of adverse market scenarios on financial institutions.
  • Utilise advanced data analytics techniques to extract insights from large datasets.
  • Lead initiatives to adapt to evolving regulatory landscapes and implement necessary changes.

Qualifications and Skills

  • Strong technical expertise in quantitative modeling techniques and statistical analysis.
  • Proficiency in cloud technologies (AWS, Azure, GCP) and experience with machine learning and AI.
  • Deep understanding of regulatory frameworks and ability to implement regulatory changes.
  • Excellent communication and presentation skills, with the ability to work independently and as part of a team.

Salary and Benefits

The salary for this role is estimated to be £105,000 per annum, with a range of benefits including hybrid working arrangements and opportunities for professional growth and development.



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