Quantitative Risk Analyst

Job title:

Quantitative Risk Analyst

Company

Merje

Job description

An exciting opportunity to become a part of a leading retail bank as a Quantitative Risk Analyst. This role will be a part of the Quantitative Risk Group (QRG) with a focus on market risk and valuation-related methodologies.The Difference You’ll Make:As a Quantitative Risk Analyst, you will:

• Collaborate closely with Market Risk, Credit Risk, Product Control, and Front Office teams to provide quantitative support and practical solutions.
• Assist in the development of Value at Risk (VaR), valuation adjustments, and the modelling of market risk factors.
• Participate in the continuous development of various models, ensuring their robustness and relevance.
• Apply your theoretical understanding of derivatives across asset classes, including Fixed Income, Inflation, FX, and Equity.
• Translate complex technical details into actionable insights for senior management.

What You’ll Bring:To excel in this role, you will need:

• Advanced Python programming skills, with experience in financial modelling.
• A Master’s or PhD in a quantitative discipline such as mathematics, statistics, engineering, or computer science.
• A strong technical background with experience in the financial services industry.
• In-depth knowledge of risk management methodologies (e.g., VaR, Risk Capital, Stress Testing) and financial derivatives.
• Excellent verbal and written communication skills, with the ability to convey complex ideas to non-technical stakeholders.
• Proficiency in additional programming tools like R, QRM, or Excel VBA is a plus.

If you would like to apply for this risk role or want more information, please send your CV toPlease note, should feedback not be received within 28 days, unfortunately your application has been unsuccessful. In applying for this role, you may be registered on our database so we can contact you about suitable opportunities in future. Your data will be managed in accordance with our Privacy Policy, which can be found on our website.If you would like this job advertisement in an alternative format, please contact MERJE directly.

Expected salary

Location

London

Job date

Sat, 12 Oct 2024 22:17:55 GMT

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