Quantitative Risk Analyst Quantitative Risk Analyst …

Carnegie Consulting
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 26 nov. 20
GBP50000 - GBP83000 per annum + plus benefits
Carnegie Consulting
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 26 nov. 20
GBP50000 - GBP83000 per annum + plus benefits
Our client a reputable pension fund based in the UK and Europe require a Quantitative Risk Analyst. The Quantitative Risk Analyst will work within the Performance and Portfolio Risk team reporting into the Head Performance & Risk. The Investment Risk function forms a second line of defence function, incorporating performance and risk analysis.

Our client a reputable pension fund based in the UK and Europe require a Quantitative Risk Analyst.

The Quantitative Risk Analyst will work within the Performance and Portfolio Risk team reporting into the Head Performance & Risk. The Investment Risk function forms a second line of defence function, incorporating performance and risk analysis. The Quantitative Analyst will be evaluating Market, Liquidity, Credit, and counterparty risks, and will model risk using VAR, liquidity, pricing tools and stress testing.

The successful individual will undertake the following:

  • Analyse and comment on risks versus the scheme's investment objectives and strategies
  • Undertake Quantitative Analysis for the schemes investment strategy, and the schemes hedging programmes (rates, inflation, equities & F/X)
  • Develop risk indicators, stress test scenarios and compliance monitoring
  • Develop a robust model risk framework
  • Responsible for model validation, and ensuring they are designed effectively
  • Assist with building risk management systems
  • Assist in the design of periodic performance and risk reports

Requirements:

  • Experience in a Quantitative Risk role
  • Strong understanding of financial markets, and risk management in a ALM context
  • Model validation experience
  • Experience in delivering enhanced models
  • Strong knowledge of derivative pricing
  • Excellent Mathematical and programming skills (Python, Matlab, VBA)

This is an excellent opportunity for someone to join a dynamic team of quantitative risk professionals, within a lucrative pension fund.

Please contact me on or on my mobile 07860690212

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