Market Risk Quantitative Analyst - 6 month contract, Python, R.

  • 13 juin
  • England - Greater London
  • CDD
Resource Solutions
Market Risk Quantitative Analyst - 6 month contract - PAYE

As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic. We provide a superior foundation for building a professional career - a place for people to learn, to achieve and grow. A philosophy that balances personal lifestyles, perspectives and needs is an important part of our culture.

Primary Responsibilities:

The role will work on the enhancing market risk models and risk calculations with a focus on requirements associated with regulatory projects e.g. SWD, TRIM, FRTB. Core responsibilities include:

* Development, review and enhancement of market risk models and associated risk capital and risk management calculations.
* Contribution to key regulatory deliverables as well as analysis and interpretation of key regulatory requirements.
* Development of extensions and additional capabilities to market risk capital calculations.
* Collaborate with the other teams (data, IT, change management) to ensure that model changes and extensions are appropriately implemented.
* Support model developers throughout the model development and implementation cycle by providing ad-hoc analysis or any other relevant request
* Document model extensions and associated developmental analysis, present results to partners and stakeholders

Skills required
* An excellent academic background, including an advanced degree in a quantitative discipline, such as quantitative finance, statistics/mathematics, sciences or engineering.
* Relevant experience in quantitative risk roles within an investment bank or in similar quantitative roles within finance
* Good understanding of quantitative risk including good knowledge of financial products and their risk representation.
* Demonstrable experience in delivering enhancements to models, ability to produce high quality, accurate work, under pressure and to tight deadlines
* Excellent mathematical, analytical, problem solving and troubleshooting skills
* Strong programming skills and demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation.
* Advanced knowledge of at least one prototyping programming language ( e.g. Python, R) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain
* Strong communication skills for written, graphical and verbal presentations and ability to explain complicated concepts clearly to business partners and present proposals in a clear and precise manner.