Quant Risk Analyst – Assistant Vice President
Venn Group are currently recruiting for a Quant Risk Analyst to join a bank in London. This rolling-contract position exists within the Risk department, specifically within the Strategy team.
The purpose of this role is to assist with the development of the bank’s profitability and pricing models, assisting with the Risk Modelling, and performing testing calculations to produce documentation that will advice the bank on best practices.
This position will start as a contract however offers the opportunity to join the team on a permanent basis after several months.
- Experience in Credit Risk Analysis or Quantitative Analysis/Research within Financial Services environments.
- Working Programming knowledge of SQL, MS Excel, and Access skills.
- Regulatory exposure – demonstrates experience of BASEL III and Regulatory Capital Requirements.
- Possesses an analytical approach to problem-solving with relevant educational qualifications in the areas of Finance, Mathematics, Economics, Engineering, or other associated fields
This team must produce documentation and guidance that ensures the bank will be compliant with both external regulatory pressures as well as internal policies and procedures and objectives.
The role holder is expected to assist with the quantification of the profitability of Client relationships, developing new Loan Pricing Models to enhance profitability.
They will also identify the Credit, Market, Liquidity, and Operations Risks, developing risk tolerances, maintaining documentation, and developing multi-year strategies across regions.
Ultimately, the team will enhance stress testing calculations across the bank, developing capital planning within the ICAAP framework, and reassess risk tolerances.
To explore this opportunity further, please contact Venn Group’s Financial Services team by submitting your CV to this advert.