Quantitative Risk Analyst

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Miryco Consultants Ltd
  • 21 Mar 19

We are working with a diversified international bank with coverage of Wholesale, Retail and Investment Banking, who are in search of a Quantitative Risk Analyst. The role will work closely with an existing Investment Risk Manager and straddle the Investment Management arm however, the successful candidate will take ownership of the analysis and management of market risks relative to trading activity, with a key focus on the Treasury desk.

The Quantitative Risk Analyst will assist in ensuring risk governance, policies and procedures are in place across banking and asset management divisions and the candidate will gain cross discipline exposure given the need to monitor and report on market, credit and liquidity risks.

To add, the role will see the successful candidate using their quantitative skills to drive the businesses risk function forward and requires strong communication skills given daily interaction with the Front Office.  

Responsibilities

  • Manage stakeholder relationships across the business to understand risk appetite and communicate important findings.
  • Developing risk modelling methodologies and implement across the business
  • Take part in product development initiatives
  • Assist in writing and presenting the risk framework, policies and procedures
  • Assist the risk team in providing accurate reporting e.g. capital and liquidity adequacy
  • Perform stress tests both on asset management portfolios and the treasury desk book

Required Skills

  • Educated to degree level in a numerate/quantitative subject.
  • 3-5 years’ experience, preferably within banking with exposure to treasury products highly desirable e.g. FX, Money-Markets, Fixed Income, with experience in Equities being a nice to have and not a necessity.
  • Complete or working to complete further qualifications e.g. CFA, IMC, FRM, PRM, highly desirable.
  • Strong programming skills in VBA, SQL, MATLAB, R and/or Python preferred
  • Experience using multi-factor risk models e.g. Barra, Axioma, APT
  • Experience with portfolio analytics software e.g. APT, Aladdin, RiskMetrics.

£40,000-£60,000, London

Sponsorship/shortlisting

Please note, our client is unable to offer sponsorship for this opportunity. Finally, should you not be contacted within five working days of submitting your application, then unfortunately you have not been shortlisted for the opportunity. We will however, be in touch should there be any other opportunities of potential interest that are suiting to your skills.


For all other roles, please go to www.miryco.com