Risk Manager - City of London, Greater London, United Kingdom - Quant Capital

Description

Quant Risk Manager Hybrid 3 days per week
£Quant Capital is urgently looking for a Quant Risk Manager to join our high profile client.

We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world.

You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged with complex risk problems.

You will be responsible for managing all aspects of the day-to-day risk management and drive improvement and enhancements, including identifying, developing and overseeing the implementation of new risk management tools and techniques to enhance the risk management process and risk controls.

Day to Day the risk Manager will:
areas where the risk models, risk management processes, or infrastructure can be improved
with designing and implementing improvement and enhancements to models, risk infrastructure, and processes. Act as the project lead in seeing it through completion
the right balance between complying with global regulatory standards and achieving commercial business requirements
the risk management framework and risk policies are being adhered to and are consistent with regulatory and industry standards
model performance tests and assess the appropriateness of models in order to demonstrate policy adherence
mathematical/statistical analysis to calibrate and enhance risk models
with colleagues on key policy and methodology development
of risk polices and models to clearing members, regulators, risk committees and other governance bodies

Quant Risk Manager must have:

• MSc in Physics, Mathematics, Quantitative Finance, Statistics, or a relevant scientific field or relevant work experience

Must have demonstratable experience in a role of the same or equivalent level and/or relevant professional experience in risk management and/or risk systems.

At least some of this experience will have been gained in an investment bank, hedge fund or clearing house
Strong knowledge in financial derivatives products in multiple asset classes
Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models
Excellent written and verbal communication skills, and comfortable in communicating risk issues to senior management for decision-making purposes
SQL and Python

This role suits someone from a Quant Risk background that is looking to take on serious responsibility.

We are looking for consultants who want to take ownership of products and take considerable responsibility and the bonus that goes with that.