Quantitative Risk Analyst
1 week ago
Senior Manager, Regulatory & Risk Analytics
Level: Senior Manager
Location: London (City) with Hybrid Working
Salary Range: £100,000 to £130,000
Our client is a leading global consulting firm and as a Senior Manager in their Regulatory & Risk Analytics team, you will play a pivotal role in delivering key client projects. You will work with prestigious financial institutions to address complex challenges in derivative valuation, model risk and governance, and regulatory reform across risk areas such as Market, Credit and Climate
Key Responsibilities:
- Regulatory Advisory: Provide expert guidance on a wide range of regulatory requirements, including but not limited to Basel III, CCAR, FRTB, and local regulations.
- Model Risk Management: Develop and implement robust model risk management frameworks, covering model development, validation, and ongoing monitoring.
- Derivative Valuation: Support clients in valuing complex derivative instruments, including options, swaps, and futures.
- Stress Testing: Conduct advanced stress testing exercises to assess the impact of adverse market scenarios on financial institutions.
- Data Analytics: Utilise advanced data analytics techniques, including Python, R, and SQL, to extract insights from large datasets.
- Regulatory Change Management: Lead initiatives to adapt to evolving regulatory landscapes and implement necessary changes.
- Client Relationship Management: Build strong relationships with clients and deliver high-quality solutions.
Qualifications and Skills:
Technical Expertise:
- Strong understanding of financial instruments and risk management concepts.
- Proficiency in quantitative modeling techniques and statistical analysis.
- Expertise in programming languages such as Python, R, and SQL.
- Knowledge of cloud technologies (AWS, Azure, GCP).
- Experience with advanced analytics techniques, including machine learning and AI.
Regulatory Knowledge:
- Deep understanding of regulatory frameworks, including Basel III, CCAR, FRTB, and local regulations.
- Experience in implementing regulatory changes and managing model validation processes.
Soft Skills:
- Excellent communication and presentation skills.
- Strong problem-solving and analytical skills.
- Ability to work independently and as part of a team.
- Strong leadership and project management skills.
- Excellent client relationship management skills.
This role is being advertised by Roka Search Ltd, acting as an employment agency
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