£80k per annum

Job Details:

An exciting opportunity for a Quant Risk Analyst to join a smaller financial organisation and work in a highly motivated team made up of quants, risk data analysts and data scientists.

This will suit a confident communicator who likes a proactive approach within a high visitibility environment and who enjoys the complexity of the work while contributing to the teams decisions.

£80k base salary with benefits and min 3 days in the London office.

Our client is an established bank whith a high quality portfolio focusing on private lending, secured, commercial, real estate and hight qualitiy products.

Main responsibilities of the role:

• The Risk quant will support on the stress testing and prudential work that goes on within the bank.
• You’ll have a broad scope including the development and maintencance and activitives around prudential analytics – remediation and regulatory driven excercises.
• This is a great opportunitiy for somebody who wants to venture out and eager to learn while giving your own insights and bringing knowledge to the team from a different perspective.
• You’ll have the opportunity to work with a braoder mandate and be exposed to a variety of risk models and participate in a wide rande of activities in the quant analysis, risk modeling and stress testing space.

Additonal Responsibilities:-

1. Execute stress testing processes for the submission of regulatory disclosures such as ICAAP, ILAAP and Recovery Plan.
2. Engage with the Model Risk Management function of the Bank and support the remediation of knonw model limitations
3. Support the development of new stress testing & sensitivity analysis tools
4. Maintain, update and review process and technical documentation

Preffered experience required:

• The ideal candidate will come from a financial risk modelling back ground with experience in supporting the development, miantenance and execution of all Pillar 2A and 2B stress testing tools – including anyting that relates to capital modeling including all the prudential quant assessments.
• Have intermediate Python and/or SAS including SQL.
• Have the ability to communciate technical messages to senior stakeholders 
• Excellent Excel skills such as working with pivot tables, functions and formulas
• Visa sponsorship may be considered for the right candidate and who already resides in the UK