Risk Quants Associate

What you'll do

As a Risk Quants Associate, you'll be supporting a team of quantitative analysts and technical specialists, providing quantitative and technical mentoring. This key role will also see you providing model, pricing and functional specifications of the models for the various asset classes, and for the subsequent validation by risk analytics.

Day-to-day, you'll also be :

• Providing a phased delivery of the simulation models and pricer prototypes
• Producing model documentation to be delivered to the PRA for internal review
• Advising senior management on and actively managing a project's non-delivery risk
• Making sure that adequate documentation is produced for governance
• Assisting our IT department in implementing the models, and overseeing the implementation of the functional specifications back-testing against the prototypes

The skills you'll need

We're looking for someone with significant experience in a quantitative role of specified asset classes, including credit valuation adjustments, expected positive exposure, building valuation models, optimising pricing routines and computing efficiency.

You'll also demonstrate :

Skills Required

quantitative modeling, Risk Analytics, Financial Risk Management, Pricing Models