Quantitative Risk Analyst Job at Albourne (Nicosia)

Quantitative Risk Analyst

Octopus Energy is a global energy leader revolutionising the way people use ener...

Location

United Kingdom , London

Salary:

Not provided

Octopus Energy

Expiration Date

Until further notice

Requirements

Strong numerical ability and experience managing power risk essential
Experience implementing risk metrics and analytical models, including Value at Risk (VaR), Monte Carlo simulations, and simulation of stress test scenarios
Professional experience using Python and SQL is essential
Experience quantifying risk or managing portfolio optimisation of intermittent renewable energy (e.g. wind), flexible generation or batteries
Experience modelling energy options and weather derivatives as part of risk management strategies
Strong interpersonal, communication and listening skills to form trusted relationships with both local teams and international stakeholders

Job Responsibility

Work with our international supply entities to understand market conditions and support risk management across power (including renewable PPAs), gas, and certificates
Support the ongoing development of market risk policies, and develop quantitative models, methodologies, and reporting to build on Octopus risk and analytics pipeline
Work closely with the engineering team, design analysis and visualisations that collate country specific risk positions into a single and clear Group view
Work closely with Forecasting, Within-day and Flex Trading teams to understand how flexible generation (e.g. batteries) and customer flexibility can be used as risk management tools
Develop quantitative modelling and analysis to support use of weather derivatives and energy options to manage risks
Support development of analysis and explanatory materials for a range of senior stakeholders, including the Octopus Energy Group board
Stay abreast of evolving market conditions, regulatory changes, and advancements in risk management methodologies
With international supply entities in 8 countries, some international travel may be required from time to time

Fulltime

Avp, Quantitative Risk Analyst

Location

United States , New York City

Salary:

140000.00 - 185000.00 USD / Year

Aflac

Expiration Date

July 10, 2026

Requirements

Knowledge of statistics and its application to the financial services industry
Familiarity with life insurance company financial statements preferred
Strong analytical and critical thinking skills
Strong verbal and written communication skills
Highly organized with the ability to work on multiple projects with different deadlines
Team player
Bachelor's degree in Financial Engineering, Mathematical Finance, Mathematics or a related major
5+ years of relevant work experience in financial services risk management (preferably life insurance), either in industry, or as a consultant
Strong model development experience in programming languages such as C#, Python, and VBA required
Or an equivalent combination of education and experience

Job Responsibility

Works with GIRM team members to advance the development of the company’s risk analysis system
in particular, leads the technical development and/or maintenance of the investment risk system production environment (in Python/C#), including but not limited to risk simulation tool, regulatory capital ratio methods, extreme tail event stress testing and economic scenario generator (ESG)
Leads efforts to automate the data flow, calculation and production of regular investment risk reports for senior management and business partners
Provides quantitative support and business insight to senior management for different investment and risk management decisions, through analyses of financial impacts due to exposures in market risk, credit risk etc
Works closely with front office teams for different types of asset classes portfolio monitoring, including credit, derivatives and alternative assets and performs relevant risk analysis
Collaborates with GIRM team members to perform second line comprehensive risk analyses across investment risks to ensure compliance with the firm’s risk appetites, tolerances, and investment risk limits
Works closely with the Quantitative Analytic Solutions team to validate and calibrate models to support implementation
Provides documentation and validation of models and calibration techniques
Collaborates with GIRM’s technologists to ensure models are efficient and robust as deployed into production
Provides support for market and credit risk analysis

What we offer

Medical, dental, and vision coverage
Prescription drug coverage
Health care flexible spending
Dependent care flexible spending
Aflac supplemental policies (Accident, Cancer, Critical Illness and Hospital Indemnity offered at no costs to employee)
401(k) plans
Annual bonuses
Opportunity to purchase company stock
11 paid holidays annually
Up to 20 days PTO to be used for any reason

Fulltime

Assistant VP, Quantitative Risk Analyst

Barclays Services Corp. seeks Assistant VP, Quantitative Risk Analyst in New Yor...

Location

United States , New York

Salary:

148678.00 - 170000.00 USD / Year

Barclays

Expiration Date

Until further notice

Requirements

Develop predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting regulatory, impairment and decision models
Implement models in python based Barclays Model Execution Framework (MEF) and Model Execution Service (MES) production environments
Participate in overall project design and delivery with QA’s other functional teams and end-clients
Produce robust documentation to ensure replicability of results and fulfill Barclays governance requirements
Provide support for audits of model development and implementation, by both internal and external auditors working constructively with other Barclays resources to deliver projects
Work with other QA staff to ensure project completion within agreed time frames and end-client satisfaction

Job Responsibility

Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Design analytics and modelling solutions to complex business problems using domain expertise
Collaboration with technology to specify any dependencies required for analytical solutions, such as data, development environments and tools
Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them
Provision of ongoing support for the continued effectiveness of analytics and modelling solutions to users
Demonstrate conformance to all Barclays Enterprise Risk Management Policies, particularly Model Risk Policy
Ensure all development activities are undertaken within the defined control environment

What we offer

Incentives pursuant to Barclays Employee Referral Program
Wellness center
Fitness centres
Health center providing primary and urgent care, wellness exams, health coaching, and vaccinations
Sophisticated dining options including a colleague restaurant and a private executive dining room

Fulltime

Quantitative Financial Risk Analyst

New Graduate Quantitative Financial Risk Analyst. As a Quantitative Financial Ri...

Location

United States , Bala Cynwyd (Philadelphia Area), Pennsylvania

Salary:

Not provided

Susquehanna International Group

Expiration Date

Until further notice

Requirements

Graduate degree with coursework on financial risk or risk management
Strong knowledge of mathematical and statistical modeling, with exposure to VaR models, credit risk models, or other quantitative risk models
Proficiency in programming languages such as SQL, Python, R, or MATLAB for risk modeling and data analysis
Familiarity with SR 11-7 guidelines and other relevant regulatory frameworks
Advanced analytical skills with the ability to interpret complex large data sets and make informed decisions
Excellent communication and presentation skills, with the ability to explain complex risk concepts to various subsets of the business
Strong attention to detail and the ability to work under pressure in a fast-paced trading environment

Job Responsibility

Building, validating, and auditing our complex risk models and frameworks
Ensuring that our risk models are robust, compliant, and aligned with both internal and regulatory standards
Challenging and improving our model development processes

What we offer

Real Impact: You’ll be designing and optimizing systems that process massive amounts of data, ensuring high performance and stability
Collaboration: Our systems engineers, network architects, technical analysts and software developers work together to create competitive edge through best-in-class technical solutions
Growth: Continuous growth and learning, with a focus on innovation and adaptability in a dynamic trading environment
SIG offers a wide array of employee perks & benefits
Visa sponsorship is available for this position

Portfolio Risk & Risk Measurement Analyst

We are seeking a dynamic and skilled Portfolio Risk & Risk Measurement Analyst-A...

Location

India , Noida

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Strong forecasting/quantitative analysis capabilities
Proficiency in programming languages such as SAS or Python
Ability to extract, analyse, and present data independently
Excellent stakeholder management and communication skills

Job Responsibility

Provide second line oversight through detailed risk measurement, including impairment and capital oversight
Conduct portfolio analytics to ensure profile is understood and risk appetite is appropriately set
Communicate findings and insights to risk committees and stakeholders
Forecasting/stress testing (both internal and regulatory exercises)

Fulltime

ICG Risk Analysis Credit Risk Analyst

ICG Risk Analysis Credit Risk Analysts are responsible for a portfolio of ICG Ri...

Location

Philippines , Taguig City

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

BA/BSc or higher degree in Business (MBA), or any other related subject
Fundamental analytical skills, including an understanding of key financial components (liquidity position, leverage profile)
Demonstrates basic knowledge of financial statements and GAAP accounting or similar governance relating to country of operation
Displays basic industry research capabilities, including risk and key drivers
Basic understanding of Credit Policy and procedures
Demonstrates ability to identify potential risk issues that need escalation and escalates them promptly
Interpersonal skills, with the ability to build relationships and exert influence with and without direct authority
Organizational skills with ability and willingness to work under pressure and manages time and priorities effectively
Written and verbal communication skills, with the ability to communicate clearly and concisely to audiences of varying levels of seniority
Microsoft Office (Word, Excel, and PowerPoint) skills

Job Responsibility

Assess the credit and financial strength of Citi’s counterparts by performing fundamental credit analysis of counterparties using both quantitative and qualitative factors
Complete Credit Analysis Write-up Memos and Final Obligor Risk Ratings of Citi’s Counterparties based on independent assessment and judgement
Continuous monitoring of the covered portfolio, including following industry trends, impacts to key relationships, and escalation of potential credit issues
Partnership with applicable regional and industry stakeholders in BCMA and Independent Risk in the implementation of credit assessment and monitoring standards for applicable portfolios
Support ICG Risk Analysis Voice of the Employee (VOE) initiatives

What we offer

Extensive on-the-job training and exposure to senior leaders, as well as more traditional learning
Programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Access to an array of learning and development resources
Variety of programs that help employees balance their work and life, including generous paid time off packages
Resources and tools to volunteer in the communities

Fulltime

ICG Risk Analysis Credit Risk Analyst

ICG Risk Analysis (IRAUs) is an integral part of the Institutional Credit Manage...

Location

Philippines , City of Taguig, Metro Manila

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

BA/BSc or higher degree in Business (MBA), or any other related subject
Fundamental analytical skills, including an understanding of key financial components (liquidity position, leverage profile)
Basic knowledge of financial statements and GAAP accounting or similar governance relating to country of operation
Basic industry research capabilities, including risk and key drivers
Basic understanding of Credit Policy and procedures
Demonstrates ability to identify potential risk issues that need escalation and escalates them promptly
Microsoft Office (Word, Excel, and PowerPoint) skills

Job Responsibility

Assess the credit and financial strength of Citi’s counterparts by performing fundamental credit analysis of counterparties using both quantitative and qualitative factors
Complete Credit Analysis Write-up Memos and Final Obligor Risk Ratings of Citi’s Counterparties based on independent assessment and judgement
Continuous monitoring of the covered portfolio, including following industry trends, impacts to key relationships, and escalation of potential credit issues
Partnership with applicable regional and industry stakeholders in BCMA and Independent Risk in the implementation of credit assessment and monitoring standards for applicable portfolios
Support ICG Risk Analysis Voice of the Employee (VOE) initiatives

Fulltime

Risk Analysis Credit Risk Senior Analyst

The Global Network Business Unit is an integral part of the Institutional Credit...

Location

Brazil , São Paulo

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor’s/University degree in Business Administration, Engineering, Accounting, International Relations or equivalent
English fluency is required
Interpersonal skills, with the ability to build relationships
Organizational skills with ability and willingness to work under pressure and manages time and priorities effectively
Strong written and verbal communication skills, with the ability to communicate clearly and concisely to audiences of varying levels of seniority
Microsoft Office (Word, Excel, and PowerPoint) skills
Knowledge of basic financial concepts (e.g. liquidity position, profitability metrics, leverage profile) and macroeconomy

Job Responsibility

Assess the credit and financial strength of Citi's clients by performing fundamental credit analysis of those clients using both quantitative and qualitative factors
Complete credit analysis write-up memos and internal ratings of Citi's clients based on independent assessment and industry knowledge to provide appropriate extensions of credit remaining within Risk appetite
Continuous monitoring of the covered portfolio, including following industry trends, impacts to key relationships, and escalation of potential credit
Partnership with applicable stakeholders in ICM UW, Banking and Risk in the implementation of credit assessment and monitoring standards for applicable portfolios
Strong understanding of internal credit policy and procedures, proactively referring to resources as needed
Actively contribute to meetings, asking questions and challenging ideas
Display a deep commitment and positive attitude to Citi and colleagues and an eager to do more

Fulltime

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Quantitative Risk Analyst

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