VP - Traded Risk Quantitative Analyst
1 day ago
This range is provided by Barclay Simpson. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.Base pay rangeDirect message the job poster from Barclay SimpsonRecruiter of risk quants across 1st and 2nd LOD's covering all risk stripes.Are you passionate about risk management and thrive in a dynamic and challenging environment? Do you want to be part of a team that ensures the integrity of transactions while protecting stakeholders and business operations? If so, we have an exciting opportunity for youMy client is seeking a highly motivated and experienced quantitative risk management professional to join their EMEA Risk Analytics team as a VP. You will play an active role in various high-profile projects and initiatives while building appropriate interactions with front and back-office areas.The focus of the role will be to ensure that the methodologies and models used for calculating regulatory capital are developed and governed according to internal and external policies. Additionally, you will liaise closely with FO and Finance teams to ensure that models used for financial reporting are consistent with regulatory requirements, our overall risk framework, and industry best practices. You will participate in EMEA wide initiatives to implement upcoming changes in regulatory capital methodology and conduct ongoing reviews on risk methodology by liaising with relevant risk managers. You will also be involved in the development of valuation models for the firm’s securities portfolio, primarily IR and FX. In addition, you will provide risk expertise to the new product approval process and be a key member of the risk system development committee.To be successful in this role, you should have a strong background in quantitative risk management and a deep understanding of industry best practices. You should also be a self-starter with excellent analytical, communication, and interpersonal skills. Prior experience at VP or equivalent level in market or counterparty risk modelling in a financial institution or consulting firm is essential.If you are excited about the prospect of being part of a team that ensures the integrity of transactions while protecting stakeholders and business operations, we encourage you to apply for this exciting opportunity. We look forward to hearing from youSeniority levelMid-Senior levelEmployment typeFull-timeJob functionFinanceInvestment Banking #J-18808-Ljbffr
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Quantitative Risk Analyst VP
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Quantitative Risk Analyst VP
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London, United Kingdom Hunter Bond Full timeMy leading Investment Bank client are looking for a talented and motivated individual to take responsibility for developing, documenting, and monitoring Credit Risk models for their EMEA region. You'll take initiative on activities supporting Regulatory and Internal Capital Assessments such as ICAAP, ICARA and others, as well as developing innovative...
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Quantitative Risk Analyst VP
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London, United Kingdom Hunter Bond Full timeMy leading Investment Bank client are looking for a talented and motivated individual to take responsibility for developing, documenting, and monitoring Credit Risk models for their EMEA region. You'll take initiative on activities supporting Regulatory and Internal Capital Assessments such as ICAAP, ICARA and others, as well as developing innovative...
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Greater London, United Kingdom Mazars UK LLP - formerly CompetitionRx Ltd Full timeA global professional services firm is seeking a Market Risk / CCR Quant Analyst at the AVP/VP level to deliver innovative quantitative solutions. The successful candidate will leverage their expertise in quantitative modelling and risk management to support clients in risk measurements and regulatory compliance. With a focus on leadership, mentoring, and...
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