Quantitative Risk Manager
- Employer
- Financial Services
- Location
- London, United Kingdom
- Salary
- Competitive Salary
- Closing date
- Sep 29, 2020
View more
- Job Role
- Risk Manager
- Sector
- Finance
- Contract Type
- Permanent
- Hours
- Full Time
Leading Financial Services Organisation
Description
Maintain and update the models managed/developed by the Quantitative Risk team for the wider Department
Review and improve the existing risk/pricing models or methodologies
Design and develop testing strategies to back test and stress test models and to validate on-going performance of pricing and risk calculation models
Research potential ways of enhancing current models/methodologies, or new models/methodologies that could be implemented
Assist in model design and development together with the rest of the Quantitative Risk team
Assist in preparing papers on model changes/reviews or other specific issues for Risk Committee
Liaise with independent specialists, regulators, external and internal stakeholders to ensure models are understood within wider risk management framework
Involvement in wider risk projects and deliverables as required
Profile
Track record in financial services in a quantitative role is essential
Track record in model development and a strong background in risk/price modelling
Experience in relevant fields such as model validation also a benefit
Experience in quantitative research also beneficial
Product knowledge in Commodity and exchange markets and its related derivative instruments is beneficial
Detailed understanding about risk models essential
Appreciation of the regulatory environment of financial services businesses essential
Experience and knowledge of Market, credit, collateral or liquidity risk management principles, such as back testing and stress testing, and valuation of products.
Job Offer
A permanent AVP / VP level role with competitive salary and benefits package
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