Head of Quantitative Risk Analytics...

Head of Quantitative Risk Analytics – Quantitative
Finance, Counterparty Credit Risk, Model Development, Model
Validation, Risk Analysis, Python, R, SQL, Numerix, - City of
London, Permanent A senior Quantitative Specialist is sought after
by a Global Investment Bank to take ownership of their European
Counterparty Credit Risk (CRR) modelling function, as part of the
wider Risk Analytics group. In this role, you will be responsible
for managing the end-to-end modelling lifecycle, being responsible
for methodology, model design and development, through to
implementation and validation, helping support local Counterparty
Credit Risk Management. This will be a multi-functional role, with
responsibility for building and maintaining the modelling
infrastructure and ecosystem, as well as undertaking quantitative
research to keep models up to date ensuring the business have
access to accurate analytics. You will work closely with the
business and other quantitative specialists for a cohesive model
development process, including the implementation of highly
accessible tools and dashboards for users to effectively undertake
risk analysis. To be successful, you will demonstrate: - Minimum of
a Master’s degree in the quantitative field, preferably having
achieved a PhD - A strong background in Quantitative Analysis and
Model Development, with an in-depth understanding or pricing and
risk calculations, particularly for Counterparty Credit Risk -
Technical expertise in Python, R and SQL - Knowledge of integrating
quantitative libraries and models into IT systems - Excellent
communication skills and a collaborative mindset to ensure
effective partnership with the business and other Quantitative
specialists If you are a Quantitative Specialist with SME knowledge
in Counterparty Credit Risk modelling looking for your next
challenge with a rapidly expanding Investment Bank, please do
apply!