Risk Quantitative Analyst

• Prepare detailed quantitative modelling and analysis for risk managers and senior management
• Synthesize and communicate complex risk models and results
• Conduct statistical analysis, quantitative modelling, and model risk controls
• Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing
• Research, support, enhance and maintain market risk models
• design and develop in-house software for quantitative analysis
• Develop methodology for quantitative analysis required on various work streams for “Fundamental Review of the Trading Book (FRTB)” implementation within the bank

• Educated at postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering)
• PhD or equivalent degree is preferred although MSc applicants will be considered
• Knowledge of or interest in finance, markets, risk management
• Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems
• Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required
• Proficient in Python, SQL, Unix/Linux environment

Best-in-class benefits they need to be well, live well and save well