Quant Risk Manager

  • Standort

    London, England

  • Branche:

    Banken & Finanzen

  • Vertragsform:


  • Gehalt:

    £80000 - £100000 per annum

  • Kontakt:

    Gorgui Niass

  • E-Mail:


  • Referenznummer:


  • Online:

    seit 3 Monaten

  • Ablaufdatum:


Key Responsibilities

  • Design and calibration of quantitative risk models (VaR, stress testing, liquidity etc) in a standard consistent with EMIR regulation and company nternal policies
  • Methodology documentation and presentations to governance forums
  • Liaison with key stakeholders including Group Risk, Bank of England, ESMA, auditors
  • Definition of margin algorithms and clear business requirement for IT teams
  • Developing and implementing quantitative solutions and analytical tools
  • Prototyping and testing (UAT)


  • Quantitative degree and MSc, or equivalent qualifications.
  • 5+ years of experience in the Finance industry, including Quantitative Risk analytics
  • Good knowledge of products and markets across the securities universe (equities, bonds, MBS etc)
  • Understanding the role of clearing and familiarity with applicable regulations
  • Strong programming skills (Java, R, Python)
  • Sound conceptual / technical knowledge of modern IT infrastructure stack
  • Autonomy, problem solving skills
  • Effective communication skills (written and oral).
  • Ability to work with team delivery environment.

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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