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Quantitative Risk Specialist

3 months ago

London, UK, United Kingdom eFinancialCareers Full time

Quantitative Risk Specialist

Leading London based investment bank.

Location: London (Hybrid working)

Contract Duration: 12 months

Responsibilities:

  • develop quantitative methodologies to stress MTMs and forecast market risk losses / RWAs over a scenario horizon
  • onboard new products onto the market risk stress testing platform
  • collaborate closely with other teams (such as IT, market risk control, reporting, finance etc.) to ensure timely and effective market risk stress testing for the newly onboarded products
  • maintain documentation of high standards for internal and external distribution on processes and approaches
  • develop prototypes or automated processes for stress testing
  • assist with the execution of risk processes (including regulatory submissions)
  • take initiative and responsibility for tasks within the team

Your skills/experience:

  • a university degree in financial engineering, econometrics, maths or statistics
  • 5yrs+ experience in the industry and working on concepts of statistics, financial engineering and time series modelling
  • experience in working with data and systems within investment banks
  • coding expertise in Python
  • strong analytical skills and deep inclination in learning / development of additional skills
  • experience in use of SQL queries

If you match the above criteria, please apply

This role is advertised via Hays Talent Solutions.