Quantitative Risk Manager Quantitative Risk Manager …

Orbis Consultants
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 25 sept. 20
£85,000 (£110,000 package)
Orbis Consultants
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 25 sept. 20
£85,000 (£110,000 package)
The Quantitative Risk Manager will be responsible for leading the development of Risk Models that evaluate market risk exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, and also developing tools for Portfolio Analytics (Sensitivities, Risk Reports, Margin Coverage, etc.)

In terms of the asset classes, this role requires experience in Fixed Income.

This position will also entail significant interaction with all relevant departments to lead the process of implementing, testing and maintaining these risk models. Also very critical is the ability of the staff to understand core business principles related to Dodd-Frank and other regulatory requirements as they relate to Risk Management policies. As such, this role would require the ability to multi-task and operate under aggressive deadlines.  In addition, this role will role will be external-facing with our clients and will require the ability to interact equally with both senior management internally and externally. 

Qualifications:

  • MBA/MS/ BSC or PhD in Finance, Economics, or a quantitative field and possesses strong quantitative, analytical and problem solving skills
  • Experience in developing Risk Management models(e.g. Historical VaR, Monte Carlo, Multi-Factor, SPAN, etc.)
  • Experience with R is essential
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