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Quantitative Risk Analyst

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


Quantitative Risk Analyst


As a member of the Quantitative Risk team the role encompasses the evaluation and development of risk management models and tactical applications, quantitative analysis and financial modelling, independent evaluation of new models, and other quantitative tasks as required on an ad-hoc or project basis. This 2nd line risk management role will involve

  1. Development and BAU of own models: Developing, maintaining and running team-developed models (eg reverse stress testing, benchmark projects) on a regular basis;

  2. Challenge: forming independent opinion of new methodology proposals, and work on with Group-level framework and policies;

R&D: Working on special data-intensive/financial-related topics with the Head of Quantitative.


Experience in financial markets and products experience, either within risk management, quantitative group within an investment bank, CCP or similar.

Strong hands-on experience in developing quantitative models

Highly numerate with a degree in quantitative finance, mathematics or science-related disciplines, preferably at least Masters level.

Experience of product development life cycle.


Good Excel and database competency, in particular VBA & SQL

Advanced programming competency, in particular Python (and maybe C++)

Strong numerical competency and statistics (eg R software, data analysis)

Effective critical analysis and reasoning skills.

Effective and confident communicator (written and oral).

Ability to work autonomously on individual projects.

Job Details

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