Quantitative Risk Manager
BH-12489-2
Posted: 30/03/2025
- £60,000-£72,000 per annum
- Greater London, England
- Permanent
Quantitative Risk Manager
Advisory Services - Consulting
My client is a leading consultancy looking for a Quantitative Risk Manager to work on their credit risk projects but also get involved with the wider Quant Risk and Valuations practice.
As a Manager you will be responsible for managing a portfolio of projects and for the timely delivery of services. You will work closely and support Directors and Partners with engagements. You will be expected to contribute toward marketing and business development initiatives.
You will be involved in a range of valuation and advisory engagements relating to financial products (derivatives and cash based) across all asset classes that will include both contentious and non-contentious matters. Such engagements will also include risk related matters such as the modelling of default risk and calculating expected credit losses (ECL). You will also be involved in other forms of quantitative/statistical advisory projects.
You will also assist with the development of valuation models and modelling techniques for financial assets ranging from complex derivatives and structured products to other hard to value instruments that are complex due to illiquidity or a lack of observable market data inputs
You'll be someone with:
Requirements:
The position benefits from rigorous on-the-job training from senior team members with significant experience in investment banking and consulting. Opportunities for undertaking further financial (e.g., CFA, FRM) or quantitative (e.g., CQF) qualifications will also be available.
Sound like you? Click apply now!
Advisory Services - Consulting
My client is a leading consultancy looking for a Quantitative Risk Manager to work on their credit risk projects but also get involved with the wider Quant Risk and Valuations practice.
As a Manager you will be responsible for managing a portfolio of projects and for the timely delivery of services. You will work closely and support Directors and Partners with engagements. You will be expected to contribute toward marketing and business development initiatives.
You will be involved in a range of valuation and advisory engagements relating to financial products (derivatives and cash based) across all asset classes that will include both contentious and non-contentious matters. Such engagements will also include risk related matters such as the modelling of default risk and calculating expected credit losses (ECL). You will also be involved in other forms of quantitative/statistical advisory projects.
You will also assist with the development of valuation models and modelling techniques for financial assets ranging from complex derivatives and structured products to other hard to value instruments that are complex due to illiquidity or a lack of observable market data inputs
You'll be someone with:
- Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas.
- Significant credit risk experience gained, ideally from a major financial institution, another professional services firm, or a credit ratings agency. Valuation experience will be an advantage.
- Intellectual curiosity and an analytical mind-set.
- An interest in applying tools from finance, mathematics, and data science to provide pragmatic and robust solutions to real-world problems.
- Strong knowledge of mathematics and statistics as applied to finance and credit risk. Hands-on experience in credit risk modelling or the valuation of financial products.
Requirements:
- A master's degree in a quantitative subject such as finance, mathethematics, economics, engineering or computer science.
- Significant credit risk (retail or corporate banking) modelling experience gained ideally from a major financial institution, another professional services firm, or a credit ratings agency. Valuation experience will be an advantage.
- Some programming skills and usage of econometrics software such as STATA or SAS
- Excellent communication skills building relationships, both written and oral, along with good judgement, with a proven ability as a problem solver.
The position benefits from rigorous on-the-job training from senior team members with significant experience in investment banking and consulting. Opportunities for undertaking further financial (e.g., CFA, FRM) or quantitative (e.g., CQF) qualifications will also be available.
Sound like you? Click apply now!
Roxroy Dunkley
Senior Manager