Quantitative Risk Analyst
- Employer
- Mason Blake
- Location
- London, United Kingdom
- Salary
- Competitive
- Posted
- Jul 03, 2022
- Closes
- Aug 02, 2022
- Ref
- 15675068
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
As part of a small team, this role will provide day-to-day risk management support for the Portfolio Managers, covering fixed income strategies. Additionally, this role will play an active role in various quantitative projects.
Key Responsibilities:
Candidate Profile:
Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.
Key Responsibilities:
- Daily risk management of several fixed income portfolios to ensure that Portfolio Managers understand the different risks in the market
- Participate in monthly risk management meetings with Portfolio Managers
- Process and understand risk predictions made by risk models
- Implement practical machine learning and AI applications covering risk management, portfolio construction and market insights
- Conduct analysis of portfolio exposure, performance and key market drivers
Candidate Profile:
- Ideally 2-4 years work experience in a quantitative role
- Strong understanding of machine learning techniques
- Degree educated, technical/STEM subjects desirable
- Strong interpersonal skills with ability to effectively communicate and influence senior stakeholders
- Excellent programming skills (Python, R and/or SQL)
- Enthusiasm to research and explore new techniques and drive implementation
Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.