Risk Management Quant - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Join us as a Risk Management Quant

If you have good team leadership experience, this is a chance to take on a role with significant responsibility
In this key role, you'll lead a team of highly specialised analysts in the development and maintenance of quantitative models used in the bank's risk frameworks
You'll be supporting a clearly defined and effective framework within which models are developed and maintained in a controlled manner, mitigating excessive model risk

What you'll do

As a Risk Management Quant, you'll be leading, managing and developing a team of highly technically skilled managers and model developers.

Alongside this, you'll be providing business and other stakeholders with advice and support on model use, model impactand model implementation.

You'll also be:

Supporting regulatory engagement and internal governance in relation to risk models and model frameworks
Supporting the business through developing and maintaining risk and decisionsupport models
Delivering analytics and performance MI relating to the models and the development of new and enhanced approaches in support of improved business and customer outcomes
Managing model proposals developed by the team as they pass through phases of review and implementation by other functions making sure this is controlled and efficient

The skills you'll need

We're looking for someone with a s trong mathematical background, ideally in probability, quantitative finance, numerical methods, multivariate statistics, time series analysis and modelling risk factor dynamics.

You'll need broad experience of working in amodelling function or a related quantitative function, part of which in a retail or wholesale banking environment.

Educated to degree level in a numerate discipline with experience in data driven analysis, you'll have f amiliarity with concepts of market riskmetrics such as VaR, ES, RNIV and IRC or DRC, as well as FRTB regulations.

You'll also demonstrate:

Handson programming skills, preferably in Python
Broad experience of risk systems, methodologies and processes in a retail or wholesale bank environment
Experience of managing a highly technically skilled team
Strong project management skills and the ability to work as part of a team, sharing ideas and learning from others
The ability to translate complex and statistical techniques into simple, easily understood concepts
Good communication, documentation, and interpersonal skills; with fluency in English