Risk Modelling & Analytics

Risk Modelling & Analytics

Risk Modelling & Analytics


Hays are exclusively recruiting for a Risk Modelling and Analytics Specialist to join an Investment Bank in London. You will be part of a team looking at Exposure Risk Measurement team, with a specific emphasis on a Brexit related project.


In this role you will be responsible for;


Documenting credit risk exposure models used for risk management, setting capital requirements, stress testing and expected loss calculations
Analysing and documenting model performance and confirmation tests
Develop and maintain the models
Make sure regulatory requirements and requests are dealt with in a disciplined, timely and efficient manner


There is a good opportunity for you to become the main point of contact for the improvement of methodologies, processes and parameterisation. As a client of the Front Office exposure calculation engines, you will also be responsible for ensuring the Risk Control requirements for capturing risk are delivered correctly.


Experience required
University degree (Msc or PhD) in finance, mathematics, science or in a numerical discipline
Exposure to derivative pricing models (preferably across a range of asset classes)
Experience in repo exposure is desirable
Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
SQL experience is key, as well as any C# or C++ language

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