Senior Quantitative Risk Analyst

  • £80-130,000 + good bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • Gresham Search
  • 19 Sep 16

A leading European investment bank is looking for an experienced quantitative analyst for a role with a cross asset modelling team.

The primary responsibilities of the team include:

• The development and implementation of the risk models used to risk manage traded products across asset classes.
• Taking a key role in a new strategid project to significantly change the risk infrastructure of the bank, particularly with respect to modelling
• Working with other areas of the bank (risk management, IT, revenue generating divisions) to understand requirements, use cases and also explain methodology and possible solutions.
The daily functions of the team requires extensive interaction with a variety of stakeholders throughout the bank. As such, the role facilitates direct exposure to many areas of the bank.  This creates opportunity for the candidate but also requires strong ability to communicate.

Proven experience within the industry is essential. The ideal candidate is likely to have experience as a quantitative analyst or developer in a financial services institution.


Specific requirements include:

• PhD or MSc in a quantitative field and undergraduate from a leading university
• Programming experience, preferably in C++ and/or VBA but other languages are also useful
• Ability to work well in a team team and across a variety of functions in a large organisation
• Pro-active nature with a pragmatic and solution-orientated approach to work.
• A strong verbal and written communicator, with the ability to expound complex mathematical concepts in a logical and precise manner.

To apply for this role please email CV to