Quantitative Risk Manager - Asset Management

  • £65,000 - £80,000 base + bonus + bens GBP
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Vennbridge
  • 17 Sep 18 2018-09-17

Cross Asset Class - Model Reviews & Stress Tests - UK based

Role

The main purpose of the role is to provide quantitative expertise to the wider business regarding all financial risks.  Duties will include:

  • Reviewing pricing methods and models across all asset classes.
  • Analysing, and documenting, all risk metrics and all techniques used within the firm.
  • Developing stress tests for all portfolios.
  • Applying statistical techniques to financial data.

Candidates will have:

  • Programming capabilities (in R or Python or Matlab or VBA).
  • Quantitative undergraduate and post-graduate degrees.
  • At least three years' experience in a highly quantitative role in financial markets.
  • The ability to work on a project basis.
  • Experience of dealing with third-party risk management software.
  • A proactive, "can-do" attitude.