Risk Quants Associate

• This is a great opportunity for someone with experience in a quantitative role to join our Risk function
• You’ll be working closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations
• This role will provide you with a platform to keep building your knowledge and expertise, and offers you great exposure for you and your work
• We are posting the role at associate level
  

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
  

You’ll Also Demonstrate

• Significant experience in a banking environment or other financial institution
• Solid foundation in statistics, probability, calculus, and data analysis, complemented by proficient programming skills in Python or similar languages for model development.
• Strong analytical, quantitative, and programming skills for solving complex problems and building models.
• Detail-oriented with a focus on accuracy in data, models, and documentation.
• Ability to explain technical concepts effectively to both technical and non-technical audiences.
• The ability to work well independently and as part of a team