Senior Quantitative Risk Analyst Senior Quantitative Risk Analyst …

Tibra Capital
in London, United Kingdom
Permanent, Full time
Last application, 02 Aug 21
Competitive
Tibra Capital
in London, United Kingdom
Permanent, Full time
Last application, 02 Aug 21
Competitive
Tibra is a leading Proprietary Trading firm operating in the world’s most advanced financial markets. We are looking for a Quantitative Risk Analyst to be based in Greater Sydney, Australia. You must have the ability to legally work in Australia.

This role is for someone passionate about risk management and financial markets. In this role you will be responsible for the development and implementation of Tibra’s risk management tools, and will collaborate with Traders to monitor, analyse and advise on risk management across the business. Strong analytical and problem-solving skills are key to this role.

Key Responsibilities

  • Monitor and model capital, market and operational risks, applying Tibra’s risk appetite and frameworks
  • Develop quantitative risk management models based on research and testing, through to automation and monitoring
  • Work collaboratively with the Risk & Trading teams in the daily management of risk, providing advice on risk limits and policies
  • Deliver high quality documentation that meets the requirements of auditors and regulators
  • Develop and maintain relationships with Clearers and Prime Brokers
  • Provide coverage for global risk matters during the local time-zone

Skills & Attributes Required

  • Minimum 2+ years’ experience within financial markets
  • Demonstrable leadership experience, of projects or people
  • Understanding of option theory, Greeks, VAR, equity markets and scenario analysis
  • High level proficiency in Python and SQL
  • Ability to apply data analysis and coding skills to the design and deployment of risk management tools
  • Solid background in statistical modelling and analysis, and knowledge of risk models, stress testing and time series analysis
  • Ability to work in a time pressured environment, and to work autonomously with a high degree of accuracy
  • Excellent verbal and written communication skills
  • Degree in Mathematics, Engineering, Statistics and / or similar

What We Offer

In addition to working with smart and like-minded people every day, Tibra's benefits include:

  • A market leading, merit-based bonus scheme
  • In-house and external training opportunities
  • The opportunity to actively support charitable causes through our Foundation
  • Generous leave allowances
  • Insurance cover
  • Massages and personal training
  • Healthy breakfast, lunch and snacks provided daily

This role is based in our beachside HQ in Austinmer, with some flexibility to work from home.

General

  • You must have the ability to legally work in Australia
  • You will be required to pass a criminal history check
  • Tibra is an Equal Employment Opportunity Employer

If this sounds like an opportunity for you, please 'Apply' now. 

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