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Quantitative Market Risk Officer

London, United Kingdom, £ £ 35000.00-45000.00 Annual Annual, Permanent


Our client, a leading a US bank are looking to hire a Quantitative Market Risk Officer to join the London team. As a Quantitative Market Risk Officer you will be required to produce accurate daily credit risk reports and analysis. You will also be required to help in the design, build and upgrade of the Risk reporting database system used by the bank for credit risk reporting and portfolio management.

Role Principal Responsibilities

Maintain efficient and insightful risk reporting, analysis and data reconciliation.
Assist in the management and development of the Risk reporting database using VBA+SQL.
Safeguard the quality of risk data input.
Provide (at local /regional level) credit risk exposure information on counterparties and product lines to the business, risk teams and operations with analysis and commentary where necessary.
Thorough investigation and analysis of all excesses to identify breaches
Use data analysis tools to provide new ways of viewing risk data
Experience Required:

Previous experience (min 2yr) with Financial Institution, ideally in a risk management or specifically market risk environment.
Experience of SQL database design and programming skills with Python, VBA.
Knowledge of SQL and Python. Knowledge of R or C++ is a plus.
Advance MS Excel including VBA code
MS Access database including modelling
Experience in data analysis and data visualization techniques is a plus.
This role is a 6 month FTC and paying up to £40k per annum. This role is based in London

Job Details

Not Specified
London, United Kingdom
£ £ 35000.00-45000.00 Annual Annual