Quantitative Risk Manager - Asset Management
- £65,000 - £80,000 base + bonus + bens GBP
- London, England, United Kingdom London England GB
- Permanent, Full time
- 17 Sep 18 2018-09-17
Cross Asset Class - Model Reviews & Stress Tests - UK based
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.