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Principal Quantitative Analyst

London, United Kingdom, £ £ 66000.00-66000.00 Annual Annual, Permanent


n exciting opportunity has arisen as the Principal Quantitative Analyst who will run substantial strategic research projects, from scope to delivery, with significant technical challenges and in consultation with senior managers. Foremost will be the analytical work to enhance our portfolio risk modelling as we adopt the IFRS9 and IFRS17 standards. The analysis performed may require the use of operational research and analytical techniques, statistical (including econometric) or mathematical modelling, or broader management science techniques.


  • Manage, develop and maintain portfolio risk modelling in the form of the Portfolio Risk Simulation Model (PRISM) and the PRISM process.
  • Apply appropriate financial knowledge and risk management practices, including Value at Risk modelling and stochastic modelling (including Monte Carlo simulation techniques).
  • Provide and/or review portfolio risk analysis and value for money assessments.
  • Oversee and undertake regular reviews of PRISM assumptions and prepare papers for presentation.
  • Build the team's knowledge of finance, mathematical and financial modelling.
  • Help lead development of data science, particularly through identification and implementation of machine learning/AI applications.

Skills, Qualifications & Experience:

  • A numerate degree (minimum 2:1, or a 2:2 with relevant work experience or a postgraduate qualification)
  • Multiple analytical research methods and techniques (examples could include Monte Carlo simulation, econometrics, Value at Risk modelling, stress testing, data science).
  • Application of suitable forms of analysis, including selection of techniques and models.
  • Basic coding skills in a computer software language such as VBA, R, Python, or similar.

For any further queries regarding the role, please contact / +

Job Details

Not Specified
London, United Kingdom
£ £ 66000.00-66000.00 Annual Annual