5 of 5 Permanent Head of Risk Analytics Jobs in London

Head of Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of European their Counterparty Credit Risk (CRR) modelling function, as part of the wider global Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling … date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: • Minimum of a Master’s degree in the quantitative More ❯

Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure … date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis. To be successful, you will demonstrate: Minimum of a Master’s degree in the quantitative More ❯

This range is provided by Cornwallis Elt. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent A … senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through … to implementation and validation, helping support local Counterparty Credit Risk Management. This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics. You will work closely with the business and other quantitative More ❯

This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description Risk Analytics - Counterparty Credit Risk Quantitative Analyst Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development … over the full life-cycle of models: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to support daily counterparty credit risk management. Responsibilities Develop and implement analytics for counterparty credit risk management. Build infrastructure to consolidate counterparty credit risk models across systems. Perform quantitative … to implement model changes, enhancements and remediations. Work with stakeholders across business and functional teams during model development process. Create tools and dashboards which can enhance and improve the risk analysis. Conduct analysis on existing model short-comings and design remediation plans. Maintain, update and back-test risk models. Assess the methodologies and processes to identify potential weaknesses More ❯

Global Head of Risk and Market Analytics Sales, Cboe Data Vantage Join to apply for the Global Head of Risk and Market Analytics Sales, Cboe Data Vantage role at Cboe Global Markets Global Head of Risk and Market Analytics Sales, Cboe Data Vantage 1 day ago Be among … the first 25 applicants Join to apply for the Global Head of Risk and Market Analytics Sales, Cboe Data Vantage role at Cboe Global Markets Title: Global Head of Risk and Market Analytics Sales, Cboe Data Vantage Job Description: Title: Global Head of Risk and Market Analytics Sales … in Cboe office (NYC, Chicago, or London) Job Summary Cboe's Data Vantage business is seeking a highly motivated and experienced professional to join our team as the Global Head of Risk and Market Analytics (RMA) Sales. In this role, you will be responsible for leading the strategic direction and execution of RMA sales initiatives More ❯