Quantitative Risk Analyst

Miryco Consultants Ltd
London, United Kingdom
Apr 23, 2019
May 09, 2019
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
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.

  • 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


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

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