Senior Quantitative Risk Analyst - Modelling and Counterparty
- Recruiter
- S.R Investment Partners
- Location
- London, United Kingdom
- Salary
- £ Competitive + Bonus
- Posted
- 20 May 2023
- Closes
- 19 Jun 2023
- Ref
- 19124379
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
Skills / Experience Required:
Location: London
Salary: € Competitive + Bonus
REFER A FRIEND
If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 or info@srinvestmentpartners.com for more details
Follow for updates: https://www.linkedin.com/company/srinvestmentpartners
- Strong knowledge of risk management best practice
- Investigate, analyse, design and implement risk methods
- Design and implementation of risk models
- Review and approval of risk models
- Quality assurance processes surrounding risk measurement including back-testing and the VaR Adequacy (P&L Explain) process
- Understanding of financial instruments and derivatives (their risk drivers and the models used to price them)
- Market risk and counterparty risk
- 7-13 years of experience
- Speak to senior stakeholders
- Understanding of all areas of different asset classes
- Pricing models
- Margin models, pricing models, credit rating models, stress test scenarios, liquidity risk framework, and collateral haircuts in line with internal policies and model validation procedure
- Design and implement the calibration and backtesting methodologies and support the Risk Systems teams responsible for the corresponding production processes
- Quantitative skills
- Programming - C# or C++
- Value at risk models implementation
Location: London
Salary: € Competitive + Bonus
REFER A FRIEND
If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 or info@srinvestmentpartners.com for more details
Follow for updates: https://www.linkedin.com/company/srinvestmentpartners