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As a Quantitative Analyst, you'll be testing and analysing the performance of all models across Market Risk, comparing model with empirical market behaviour. You'll be understanding, critiquing and challenging existing models, as well as proposing new methods to asses their strengths.
We’ll look to you to support regulatory engagement in relation to risk models and model frameworks, as well as managing and developing highly technically skilled colleagues, including coaching on model and methodology, best practices definition, the delivery of senior management ready material and subject matter expert engagement.
On top of this, you’ll be:
- Developing and maintaining effective statistical risk models and related analytics
- Providing well documented models that meet our standards and requirements
- Delivering all milestones to within agreed dates, budget and quality standards
- Delivering clear and well presented analysis
- Providing actionable management information on all aspects of model performance
- Working effectively with other risk functions, the customer franchises and broader functions so that the model suite is integrated with other activities to ensure an effective and efficient delivery
To be successful in this role, you’ll need experience of working in a modelling function or a related quantitative function of a bank or similar institution, with exposure to capital markets. You’ll also need to be educated to a degree level in mathematics or mathematical science, and a research degree, a PhD or equivalent would be a strong advantage.
As well as the ability to translate complex and statistical techniques into simple, easily understood concepts, you’ll also demonstrate experience in the development, practical application and assessment of risk or pricing models. Practical experience of quantitative analysis in Python, or equivalent, and Excel would also be advantageous.