Quantitative Risk Analyst
- Employer
- Miryco Consultants Ltd
- Location
- London, United Kingdom
- Salary
- Competitive
- Closing date
- Mar 24, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
You need to sign in or create an account to save a job.
The Quantitative Risk Analyst will assist in ensuring risk governance, policies and procedures are in place across banking and asset management divisions and the candidate will gain cross discipline exposure given the need to monitor and report on market, credit and liquidity risks.
To add, the role will see the successful candidate using their quantitative skills to drive the businesses risk function forward and requires strong communication skills given daily interaction with the Front Office.
Responsibilities
Required Skills
£40,000-£60,000, London
Sponsorship/shortlisting
Please note, our client is unable to offer sponsorship for this opportunity. Finally, should you not be contacted within five working days of submitting your application, then unfortunately you have not been shortlisted for the opportunity. We will however, be in touch should there be any other opportunities of potential interest that are suiting to your skills.
For all other roles, please go to www.miryco.com
To add, the role will see the successful candidate using their quantitative skills to drive the businesses risk function forward and requires strong communication skills given daily interaction with the Front Office.
Responsibilities
- Manage stakeholder relationships across the business to understand risk appetite and communicate important findings.
- Developing risk modelling methodologies and implement across the business
- Take part in product development initiatives
- Assist in writing and presenting the risk framework, policies and procedures
- Assist the risk team in providing accurate reporting e.g. capital and liquidity adequacy
- Perform stress tests both on asset management portfolios and the treasury desk book
Required Skills
- Educated to degree level in a numerate/quantitative subject.
- 3-5 years' experience, preferably within banking with exposure to treasury products highly desirable e.g. FX, Money-Markets, Fixed Income, with experience in Equities being a nice to have and not a necessity.
- Complete or working to complete further qualifications e.g. CFA, IMC, FRM, PRM, highly desirable.
- Strong programming skills in VBA, SQL, MATLAB, R and/or Python preferred
- Experience using multi-factor risk models e.g. Barra, Axioma, APT
- Experience with portfolio analytics software e.g. APT, Aladdin, RiskMetrics.
£40,000-£60,000, London
Sponsorship/shortlisting
Please note, our client is unable to offer sponsorship for this opportunity. Finally, should you not be contacted within five working days of submitting your application, then unfortunately you have not been shortlisted for the opportunity. We will however, be in touch should there be any other opportunities of potential interest that are suiting to your skills.
For all other roles, please go to www.miryco.com
You need to sign in or create an account to save a job.
Sign in to create job alerts
Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.
Create alert