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Quantitative Risk Analyst


We are looking for an experienced Quant Analyst with a specific focus on Treasury traded products. You will help ensure the bank has a robust quantitative risk governance, policies, procedures and processes in place.

Day to day duties will include but not limited to:

  • Periodic risk report production and investigation of out of tolerance metrics such as VAR, Tracking Error, Beta credit ratings, rates and credit sensitivities
  • Assisting the Risk team in providing regulatory reporting (Capital and Liquidity adequacy and AIFMD)
  • Writing and presenting the risk framework, policies and procedures

To be considered for this role you will have a strong knowledge and understanding of Money Markets, FX, rates and credit derivatives coupled with Fixed Income instruments. Experience with multi factor risk models including Axioma, APT or Barra is preferred and programming skills including (VBA, SQL, MATLAB, R or Python).

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London, England, London, EC2V, United Kingdom

  • Ad ID:  14937011
  • Ad Type:  Offered
  • Posted on:  09/07/2020, 02:54
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