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Senior Quantitative Risk Analyst - Modelling and Counterparty

Employer
S.R Investment Partners
Location
London, United Kingdom
Salary
£ Competitive + Bonus
Closing date
Sep 29, 2023

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Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Skills / Experience Required:
  • 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

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