1 to 5 of 5 Permanent Quantitative Risk Analyst Jobs in London

of influence and base of knowledge as part of one of the largest—and growing—banks in the world. What is the opportunity? The Quantitative Risk team (QR) is part of the EMEA Risk Management team. The QR team is split into the Model Risk Management … team (MR) and the Risk Analytics team (RA). MR and RA teams span both MHBK and MHI responsibilities. The Quantitative Risk Analyst role sits within the Model Risk Management team (MR). On the MHBK and MHI sides, the MR team are responsible for … producing independent and accurate model validations and conducting effective model risk management, including appropriate interactions with the trading desk and the overall risk management teams. The MR team is responsible for recording the MHI model life cycle in Archer Model Risk Management system of record. The EMEA more »

I am delighted to be collaborating with a Lloyds of London insurer, seeking a Quantitative Risk Analyst . This individual will report directly to the senior risk actuary and support the validation of the internal capital model. Candidates from a capital background would be highly desirable … alongside risk candidates with exposure to validation . Key Responsibilities: - Significant interaction with the capital modelling team, conducting validation testing and analysis - Development of the stress and scenario tests, in relation with the actuarial team and other relevant functions - Maintain regulatory reporting i.e ORSA - Key stakeholder engagement Requirements: - 1+ more »

RISK QUANT DEVELOPER Summary Capitalab, a division of BGC Brokers, is looking for highly talented, quantitative, energetic, confident, delivery-oriented quantitative analysts to work within the Capitalab front-office development team, which is split across London, Singapore and Toronto. Group Description The Capitalab division is a quantitative … and tools (ex. Gurobi or NAG) Development experience in Python Web development experience in JAVA and Angular Familiarity with financial mathematics, derivative pricing and risk management Appreciation of good software architecture including design patterns & SOLID principles Experience with unit test frameworks, mocking frameworks and patterns for testability. Desirable: Strong … knowledge of FX Options pricing and risk Strong knowledge of numerical algorithms (optimisation, interpolation, linear algebra) Previous commercial experience with Gurobi or NAG optimisation tools more »

RISK QUANT DEVELOPER Summary Capitalab, a division of BGC Brokers, is looking for highly talented, quantitative, energetic, confident, delivery-oriented quantitative analysts to work within the Capitalab front-office development team, which is split across London, Singapore and Toronto. Group Description The Capitalab division is a quantitative … and tools (ex. Gurobi or NAG) Development experience in Python Web development experience in JAVA and Angular Familiarity with financial mathematics, derivative pricing and risk management Appreciation of good software architecture including design patterns & SOLID principles Experience with unit test frameworks, mocking frameworks and patterns for testability. Desirable: Strong … knowledge of FX Options pricing and risk Strong knowledge of numerical algorithms (optimisation, interpolation, linear algebra) Previous commercial experience with Gurobi or NAG optimisation tools more »

United Kingdom Risk Group Functions Job Reference # 295121BR City London Job Type Full Time Your role Does complex modelling excite you? Are you an innovative thinker? We’re looking for someone like that who can: • independently review exotic equities and commodities derivative models • approve exotic transactions and model … calibration, speed and accuracy • represent the team at internal meetings • develop benchmark models in python and C++ • work closely with front office quants, market risk control, and trading Your team You’ll be working in the Model Validation team focusing on equities and commodities derivatives. As part of Group … Risk Control, the main objective of the team is the validation of the models used for valuation and management of the firm's trading positions from a market risk perspective. Your expertise You have: • around 2-4 years of experience in a similar quantitative role • MSc or more »