1 to 3 of 3 Permanent Risk Analytics Jobs with Remote Work Options

Senior Risk Manager - Alternatives Credit Europe - CLO Deutsche Bank London, United Kingdom Posted 6 days ago Hybrid Permanent Competitive Job Description: Employer: DWS Group Title: Senior Risk Manager CLO Location: London About DWS: Today, markets face a whole new set of pressures - but also a whole lot of … industry's greatest thought leaders. This is your chance to achieve your goals and lead an extraordinary career. Team/division overview The Chief Risk Office (CRO) within DWS is an independent function responsible for protecting the business as well as being a trusted adviser and partner for supporting … than just what is allowed. CRO seeks to protect DWS against losses and reputational damage, through effective oversight and advice, underpinned by an exemplary risk culture. CRO has been designed to balance the need for alignment with the DWS business whilst maintaining independence and strong relationships with DB Group more »

Prague As a Barclays Quantitative Model Developer, you will participate in the development and maintenance of production regulatory market risk models. The area of activities includes: supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware, deployment quantitative models to production. The systems include … market data loading, pricing, sensitivity based risk analytics, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules in Python. Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. … be subject to change on reasonable notice to ensure we meet the needs of our business. What will you be doing? Maintaining of current risk applications and models Coming up with clear and solid designs to implement proposed modelling changes, to deliver in dynamic, agile, and often ambiguous contexts more »

Prague As a Barclays Quantitative Model Developer, you will participate in the development and maintenance of production regulatory market risk models. The area of activities includes: supporting AWS cloud based risk model systems, supporting runtimes using virtual and serveless hardware, deployment quantitative models to production. The systems include … market data loading, pricing, sensitivity based risk analytics, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules in Python. Barclays is one of the world's largest and most respected financial institutions, established in 1690, with a legacy of success, quality, and innovation. … needs of our business. What will you be doing? Applying cutting-edge machine learning and artificial intelligence methodologies to enhance Market and Counterparty credit risk monitoring and management Developing computational methods and mathematical and statistical models, including VaR/CVaR, stress-VaR to be used for risk management more »