An exciting opportunity to become a part of a leading retail bank as a Quantitative Risk Analyst. This role will be a part of the Quantitative Risk Group (QRG) with a focus on market risk and valuation-related methodologies.
The Difference You'll Make:
As a Quantitative Risk Analyst, you will:
- Collaborate closely with Market Risk, Credit Risk, Product Control, and Front Office teams to provide quantitative support and practical solutions.
- Assist in the development of Value at Risk (VaR), valuation adjustments, and the modelling of market risk factors.
- Participate in the continuous development of various models, ensuring their robustness and relevance.
- Apply your theoretical understanding of derivatives across asset classes, including Fixed Income, Inflation, FX, and Equity.
- Translate complex technical details into actionable insights for senior management.
What You'll Bring:
To excel in this role, you will need:
- Advanced Python programming skills, with experience in financial modelling.
- A Master's or PhD in a quantitative discipline such as mathematics, statistics, engineering, or computer science.
- A strong technical background with experience in the financial services industry.
- In-depth knowledge of risk management methodologies (e.g., VaR, Risk Capital, Stress Testing) and financial derivatives.
- Excellent verbal and written communication skills, with the ability to convey complex ideas to non-technical stakeholders.
- Proficiency in additional programming tools like R, QRM, or Excel VBA is a plus.
If you would like to apply for this risk role or want more information, please send your CV to
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