17 Permanent Risk Analytics 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 Risk Management Department at Mizuho International is responsible for delivering an independent assessment of the risks taken across all the trading and origination activities of … the Company, and the revenue generated in relation to these risks. It is also responsible for implementing a risk management framework consistent with the Company's risk appetite and capacity of resources, in agreement with the Company's Board and Mizuho Securities. The department is led by the … Chief Risk Officer and is made up of the following teams: Market Risk Management Credit Risk Management Operational Risk Management Regulatory & Liquidity Risk Management Model Risk Management Risk Analytics Risk Reporting What will you be doing? • Primary credit risk management more »

Employer: DWS Group Title: Senior Risk Manager CLO/Alternative Credit Location: London About DWS: Today, markets face a whole new set of pressures – but also a whole lot of opportunity too. Opportunity to innovate differently. Opportunity to invest responsibly. And opportunity to make change. Join us at DWS … 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 … 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 »

responses and, where relevant, submissions to regulators. Preparation of policy interpretations and opinions. Preparation of regulatory submissions to the regulator. Global and regional Market Risk Functions, Traded Risk Senior management team, GRA Regional Heads and regional Policy leads. Finance – Group Regulatory Policy and Regulatory Reporting teams. Regulatory bodies … in particular the Prudential Regulatory Authority supervisory and modelling teams. Work together with business experts from the Traded Risk teams and stakeholders to develop appropriate regulatory opinions and policy solutions. Provide leadership to regions on providing regulatory guidance and policy opinions, including clear communication of the latest external regulatory … developments to stakeholders from Front Office, MSS, etc. The role holder will be expected to work with regional policy leads and Group Traded Risk teams to develop and communicate solutions to address rule changes or answers to specific policy questions and/or regulatory requirements. Develop consistent policy standards more »

Insight Investment is looking for a Developer to join the Risk team in London. The Risk team is aligned with the Global Investment Risk Management function and supports the Risk and Analytics platform. The main features of the platform are: Production and processing of risk related metrics such as VaR, stress tests and other analytics Bespoke tools to analyse Liquidity risk and Collateral requirements Self-service and Dashboard style reporting architecture providing position data, risk analytics and performance for the Risk and Investment teams as well as the wider … working with SQL databases Good understanding of data structures and algorithms Good analysis and problem solving skills Keen to learn about the business domain (Risk) Ability to engage with highly technical business stakeholders and turn ambiguous requirements into working software Programming as part of a team and performing peer more »

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 MR team works more »

to 900 GBP per day PAYE Duration: 12 months with possible extension Work type: hybrid This role is a key contributor to the Market Risk Analytics team (MRA). MRA is responsible for all Market Risk models and methodologies within SCB, including, for example, VaR, FRTB, and … RniV. These models are used for internal risk management and capital computation. Key projects: Provide strong technical lead on the Credit VaR model enhancement Lead the end-to-end model development cycle to enhance the Credit VaR model Lead the setup and backfilling of historical data for credit risk factors Lead the implementation of the model into the production system, and conduct impact analysis before the model go-live. Monitor Market Risk model performance, e.g., hypothetical back-testing Other projects and responsibilities: Develop market risk models which are used for regulatory capital and risk management. more »

trade in a variety of global markets and instruments. About the Team: Caxton are seeking a Quantitative Analyst to join the firm’s Quantitative Analytics Group (QAG). QAG are responsible for developing and maintaining Caxton’s internal analytics platform. The analytics are used internally by portfolio … managers and researchers and provide essential data for risk managers and product control. They encompass core derivative pricing and risk analytics as well as trade finding and data-based research tools. The team has a presence in both London and New York and works closely with Caxton … predominantly on interest rates but supports all asset classes as required by the firm. Requirements Contribute to the development of the firm’s pricing analytics, in particular the development of a new python-based curve fitting framework and pricing/risk engine. Build front office risk management more »

you ll find plentiful and easy commuting routes, with central London just 15 minutes away by train. This job is responsible for conducting quantitative analytics and modeling projects for specific business units or risk types. Key responsibilities include developing new models, analytic processes, or systems approaches, creating technical … expectations include having a broad knowledge of financial markets and products. Responsibilities: As a Quantitative Finance Analyst you will Validate XVA and Counterparty Credit Risk system models and feeder models of bank s counterparty systems developed by Quantitative Strategy Group and Global Risk Analytics, including all asset … Review the underlying assumptions, theory, derivation, empirical evidence, implementation and limitations of the model being validated Perform independently testing to identify/quantify model risk associated with the model being validated Prepare validation report and technical documents for the model being validated Work closely with the model stakeholders (business more »

do matters. We invite you to explore the opportunity to join us and grow your career with us. Overview The T Rowe Price Investment Risk technology team is looking for a hands-on Engineering Manager or a Lead Level Software Engineer capable of managing a small team. The accomplished … team. If you feel uncomfortable with loads of opinions that contradict your own, this position is not for you. Additionally, the landscape of Investment Risk comes with a wealth of nuance, legacy applications, and great aspirations. While you will be responsible for the output of your team, you will … a technologist who is able to write a unit test while coding, query an API on the side to get an idea of the analytics you're dealing with, pull up your sleeves and follow a legacy SQL query to understand the thinking in a portfolio setup, be unafraid more »

My banking client are looking for a Credit Risk Modelling Manager to work in the IRB Model Development team in the Risk Analytics department. 6 years+ of credit modelling experience with advanced SAS or SQL. Statistical background with credit modelling experience. IRB experience an advantage but not … days a week. This is an integral role for the Bank as the team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's capital models. These models determine the level of risk associated with individual borrowers, and drive the … the UK and Dublin, which represents a key strategic objective for the bank. The role involves working closely with colleagues across the Business, Credit Risk and the Chief Data Office. The Credit Risk Modelling Manager role reports into the Head of Specialised Lending IRB Model Development, and will more »

working with data and analyzing data preferred Experience designing and delivering frameworks focused on data pipelines, data catalogs, data distribution, and/or advanced analytics Proficient with a range of open-source frameworks and development tools - .Net Framework (Standard/Core), AWS Lambda and Step Functions, SNS, SQS, S3 … such as Amazon Web Services (AWS) or similar providers. Familiarity with modern front-end frameworks such as React or similar Proven working knowledge of Risk analytics platforms Open source involvement such as a well-curated blog, accepted contribution, or community presence. Scrum Developer or Scrum Master certification. Experience more »

Financial Services platform, and they are looking for a Senior C#, .Net Software Engineer to design, enhance and build a high-quality pricing and risk analytics platform. This is a brilliant opportunity to join a well-established, growing global team and have an immediate impact on company applications. more »

this market-leading finance firm, you will play a pivotal role in the development team, contributing to the creation of high-quality pricing and risk analytics platforms for their listed and OTC cross-asset derivatives business. Responsibilities: Design, code, and test all components of modern applications. Contribute to more »

help businesses and individuals protect their assets and manage risks. What you need to know: The role involves working in the Capital Modelling and Risk Analytics Team, including the AIG Group model used for capital, risk management and portfolio management at a firm-wide level as well … AIRCO (Bermuda) and other models. Some of the key responsibilities include: Support model parameterisation, model update, testing and review of results. Support the market risk team in the development and documentation of financial models Investigation of existing methodologies and development of new methodologies to meet business requirements. Support the … What we’re looking for: Postgraduate degree in Mathematics or Statistics, or Actuarial student making progress towards qualification. Ideally 2+ years of experience in risk and Capital Modelling for an Insurance company. Experience of using with programming languages, such as Python, R or MatLab, and ability to learn new more »

with a trading and insurance company in London who specialise in using the latest Quantitative methods and AI/Machine Learning concepts to run risk analytics for their industry leading clients. They are seeking a Software Developer who is skilled in Python to build out a number of more »

this market-leading finance firm, you will play a pivotal role in the development team, contributing to the creation of high-quality pricing and risk analytics platforms for their listed and OTC cross-asset derivatives business. Responsibilities: Design, code, and test all components of modern applications. Contribute to more »

credit modelling experience. IRB experience and advantage but not essential. This role is in the IRB (Internal Rating Based Approach) Model Development Team in Risk Analytics. They are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital … PD, LGD and EAD models. These models are used to determine the level of risk associated with individual borrowers, and drive the determination of the Bank's regulatory capital requirements. The team is currently undertaking a multi-year redevelopment of all IRB models followed by the rollout of new … IRB models, which represents a key strategic objective for the bank. The role involves working closely with our colleagues across the Business, Credit Risk and the Chief Data Office. This role reports into the Head of Specialised Lending IRB Model Development, and will play a leading role in the more »