Risk Analytics Senior Quant Developer - VP

Competitive
Permanent
London
25 Jun 2019
BBBH731511

Global investment bank seeks a VP level Quant Developer as part of their expanding Risk Analytics function.

Role Overview:

Here in our London office we are looking to recruit for a Quantitative Finance Analyst to develop scalable analytic processes for automation of the many of the regulatory reporting pipelines in Global Markets Risk. The team works very closely with technology as well as the various modelling groups within Risk Analytics. In a wider context all process and analytic components are being migrated into the new strategic core risk platform.

Key Responsibilities:

  • Develop scalable & analytic processes for automation of regulatory reporting guidelines.
  • Working alongside various modelling groups within Risk Analytics.
  • Process and analyse components that are being migrated to a new strategic core risk platform.

Knowledge / Experience:

  • Masters' Degree in Mathematics, Statistics Physics or related field or relevant experience.
  • Experience working on quantitative modelling on Fixed Income or commodity products on behalf of a financial institution.
  • Extensive experience within the banking industry.
  • Experience with mathematically sophisticated financial modelling.
  • Ability to express technical concepts clearly in written and spoken English.
  • Experience in Scala, Python, Javascript; an understanding of sound software development principles.
  • Up-to-date knowledge of industry trends and developments, a commercial instinct, and an understanding of sound risk management principles.

Competencies:

  • Good written and oral communication, interpersonal and organizational skills and ability to build and maintain relationships with personnel across areas and regions.
  • Ability to multitask with excellent time management skills.
  • Sense of focus and rigor in the completion of deliverable.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

Alex Riedl's picture
Senior Consultant | Risk Management Recruitment
London + 44 20 7092 0103 | ariedl@morganmckinley.co.uk