Senior Climate Risk Quant - Director

Recruiter
Morgan McKinley
Location
London, United Kingdom
Salary
Competitive
Posted
28 May 2022
Closes
11 Jun 2022
Ref
15103555
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Summary
  • Bromley
  • Permanent
  • BBBH817358
  • May 27, 2022
  • Competitive

Job Description
Global investment bank seeks a Director level Quant Analyst as part of their Alternative Modelling Group and take on key role in leading the development of new climate risk models .

The Alternative Modelling Group & Quantitative Services team are looking for a Senior Quantitative Finance Analyst to join their team in the Bromley office. In response to the challenges presented by a changing global climate and in order to support our client transition to a low carbon future, the team has been tasked with developing novel quantitative approaches to measuring and managing climate risk. As a senior quantitative analyst you will play a key role in leading the development of new climate risk models .

Responsibilities:
  • As an experienced quantitative analyst, you will be responsible for driving forward climate risk model development work
  • Technically capable and delivery focused, you will be responsible for providing day-to-day leadership within the Climate project
  • Intellectually curious and self-motivated, you will be responsible for the timely delivery of complex change projects requiring the co-ordination of model developers, technologists and business partners
  • Produce clear and coherent technical documentation for internal and regulatory purposes
  • Take ownership to deliver results and meet critical deadlines
  • Promote the adoption of best practices for model development, implementation and monitoring

The Team:

Alternative Modelling Group & Quantitative Services (AMG-QS) is a sub line of business within Global Risk Management (GRM). The GRA team provides quantitative capabilities supporting global risk management and capital management and develops a consistent set of risk and capital models and analytical tools that drive the company's technology infrastructure.

The group develop and deliver modeling solutions and analytical tools in order to address regulatory requirements; provides quantitative expertise for a broad range of modeling areas across the Enterprise; and builds and maintains the analytics infrastructure which supports modeling libraries. The team currently has 80 fulltime employees, located in 7 hub locations in the US & UK.

Required Skills:
  • Highly numerical degree (PhD level preferred, Masters required) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics or Engineering
  • Experience ofdeveloping, documenting & maintaining financial models
  • Excellent technical writing and clear verbal communication skills
  • Experience of working under pressure and delivering to tight deadlines
  • Proven leadership abilities, working across organizational lines
  • Organized, practical and execution focused with project management experience

Desired Skills:
  • Experience with catastrophe modelling
  • Knowledge of climate regulatory guidelines and stress testing
  • Capability to provide leadership to junior quantitative analysts
  • Confident stakeholder engagement skills with an ability to work with colleagues in other functions (business, risk and model validation)
  • An ability to develop organizational awareness and influence key stakeholders
  • Self-motivated and Intellectually curious about both the role, supporting technologies and the wider bank
  • Critical thinker and strategic mind-set
  • Goal and delivery focused with an organized and practical mind-set
  • Proven ability to exercise independent and pro-active leadership
  • Excellent communication skills
  • Ability to manage competing priorities with sound judgment
  • Experience engaging with senior leaders on complex matters
  • Project or change management experience
  • A deep understanding of Global Markets LOBs and Operational Risk activities to facilitate optimal project planning and program delivery
  • Knowledge of risk management and regulatory landscape
  • Enthusiastic and intellectually curious

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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