Python Market Risk Quantitative Analyst

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:

    Permanent

  • Salary:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Contact email:

    trdaxtraadresp@thesrgroup.com

  • Job ref:

    PCH - Quant Risk_1606818028

  • Published:

    about 2 months ago

  • Expiry date:

    2020-12-31

  • Consultant:

    #

One of our clients, a Financial Services Institution is looking for Python Market Risk Quantitative Developers to join their Model Risk Analytics team. This is a permanent role based in London.


Responsibilities:

  • Perform technical validation of pricing and risk models. This consists in assessing the conceptual soundness, performance and implementation of a model as well as the use, compliance with regulation and performing quantitative analyses, independent testing and challenging of data and models
  • Writing high quality, detailed validation reports. These include a detailed scope, model description, testing results and recommendations for model enhancements
  • Interacting with model owners, model developers, senior management etc, by whom your report and recommendations will be discussed and challenged
  • Developing and maintaining analytics library used to support validation and on-going monitoring activities
  • Providing expert assistance to team members on an existing codebase (Python, SQL, VBA)
  • Acting as an expert sounding board on quantitative matters, providing support to other team members

Requirements:

  • Minimum 3 to 5 years work experience as a Quantitative Analyst in either a Model Development or Validation Role at a financial services institution
  • Professional and/or academic experience designing and developing applications and analytical libraries
  • A postgraduate degree in a quantitative discipline (i.e., mathematics, computer science)
  • Advanced programming in Python

For more details, please send your CV to phoebecheung@taylorroot.com

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

Please note that your personal information will be treated in accordance with our Privacy Policy.