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Head of Quantitative Risk Analytics, london
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Client:
Cornwallis Elt
Location:
london, United Kingdom
Job Category:
Other
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EU work permit required:
Yes
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Job Views:
2
Posted:
07.06.2025
Expiry Date:
22.07.2025
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Job Description:
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!
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