Quantitative Analyst

Company: Aston Carter
Location: City of London, England
Industry: Financial Services, Risk, Analytics
Rate: £60000 - £75000 per annum
Job Type: Permanent
ID: RBS01977
Posted: 26 Mar 2020

Job Description:

Client: One of the worlds leading bank



What you can expect

Support regulatory engagement in relation to risk models and model frameworks, looking at method and methodology, the delivery of senior management ready material and subject matter expert engagement.

Developing and maintaining effective statistical risk models and related analyitics

Providing well documented models that meet our standards and requirements

In-depth clear analysis

Looking at all aspects of model performance

Making sure that the model suite is integrated with other activities to ensure an effective and efficient delivery

What's expected of you

You will need experience of working in a modelling/quantitative function with financial industry experience.

A degree level in a numerate discipline, with experience in data driven analysis and statistical or mathematical modelling.

A degree in maths, physics or engineering.

You will need to demonstrate experience in the development and practical application of risk models, including scoring and model monitoring.

Experience in traded risk modelling (Counterparty Credit Risk and Market Risk) and a good understanding of concepts such as PFE/EPE, CVA, and CSA, VaR

Ability to model dynamics of risk factors across asset classes such as, Rate, Currency, Credit and product pricing

Comfortable with using some modern programming languages

Experience of dealing with Regulatory requirement, model governance process and internal model validators and auditors

Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. It is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.

To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to https://www.allegisgroup.com/en-gb/privacy-notices.

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at https://www.allegisgroup.com/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield.

Required Skills:

Quantitative analysis

About Aston Carter:

Aston Carter has grown to become a preeminent global provider of top talent to businesses requiring highly specialised professionals focusing on Accounting & Finance, Change & Transformation, Compliance, Management Consulting, Operations and Risk & Regulation. Aston Carter’s global reach extends to 16 countries across Europe, Asia and North America – each with a firm focus on the core values that made Aston Carter the company it is today: Commitment, Character & Trust, Relationships, and A Passion for Excellence.

Contact Information:

Rihad Rahman
rirahman@astoncarter.com
TEL : +44 20 7997 1317

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