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My client, a top tier financial service institution is looking for a Quantitative Risk Manager to join their team based in London. The pace is dynamic, the work is unlike any other firm in the business, and the possibilities are endless. Problem solvers, difference makers, trailblazers.
The role will be part of the Quantitative Risk Management department, which is charged with researching, developing, implementing and supporting the company's analytics used for risk and default management. These analytics include in particular:
You will lead the team responsible for the Quantitative Development across asset classes. You will also contribute to the Market and Liquidity Risk framework, and to feasibility studies on new products (including complex derivatives) for the benefit of senior management.
Demonstrable years of work experience in quantitative analysis in risk modelling;
Thorough knowledge of one or more risk model area's
Good knowledge of statistics, econometrics, financial mathematics, stochastic calculus or machine learning;
Able to generate new ideas and to effectively communicate about these ideas;
Excellent analytic skills;
Highly experienced in modern programming languages (e.g. Matlab, Python) and statistical languages (e.g. SAS, R, C++);
Affinity with data analytics, (pre)processing, and data handling
Experience with machine learning/advanced analytics techniques is an advantage.
Able to work under high pressure;
Excellent team player with the ability to coach junior modellers;
Advanced interpersonal and communicative skills;
Bloomberg + Reuters data manipulation
Market and Liquidity Risk Management Experience
Please send your CV to firstname.lastname@example.org in subject quote "Quant Risk Manager"
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.