Quant Risk Analyst, Stress Testing, Counterparty Risk
£850 – £950pd – 6 Month Contract
Quant Risk Analyst, Quantitative Risk Analyst, Stress Testing, Counterparty Risk, Model Documentation, Risk Management, Python, SAS, Banking, Investment Banking
A global Bank are seeking number of Quant Risk Analysts to join them on a 6 month contract in London. The roles require excellent stress testing scenarios experience, alongside lnowledge of counterparty risk and model documentation.
£850 – £850pd – via an Umbrella Company
- Graduate degree (preferably PhD) in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, etc.)
- Extensive experience in financial services in roles requiring superior problem solving analytical capabilities
- Experience in developing macroeconomic/market stress scenarios (e.g., Okun’s Law); and familiarity with relevant regulatory guidance, including IFRS9 based ICAAP credit stress loss methodologies, impairment staging rules, minimum coverage ratios, etc.;
- Econometric skills covering non-linear regression (e.g., logit models)
- Knowledge of / ability to code in Python and/or SAS is required, with some familiarity of modern software development tools
- Exceptional writing skills, with ability to synthesise complex technical information
- Strong project management skills, with ability to build relationships confidently at all levels
If you meet these requirements please apply for immediate consideration.