Quantitative Analyst

Description:

Senior Quantitative Risk Analyst Role for the Financial Risk Model Validation Team. The focus of this role is on validating financial risk models. Key requirements are a familiarity with mathematical modelling and financial risk software, and knowledge of the different types of financial products and risks in the banking industry.

Key Accountabilities;
 

• Leading projects within the validation team and coaching junior team members.
• Preparing, documenting and presenting validation reports for financial risk models including derivative valuation models, risk measurement models and behavioural models.
• Working with model developers and other key stakeholders to track validation actions to completion.
• Providing quantitative support to the wider Financial Risk team.
  
   

What you Will Bring;
 

• Relevant third-level qualification or postgraduate qualification in an analytical discipline, e.g., chemistry, engineering, mathematics, physics.
• 3+ years of work experience in the financial industry, with a strong focus on financial risk models, e.g., derivatives valuation, VaR and xVA models..
• Completion, or progression towards completion, of a relevant professional qualification, e.g. PRM, FRM or CFA.
• Coding experience in Python or R. Knowledge of Calypso, FINCAD or QRM will be an advantage.