Job Details

Quantitative Engineering - Risk Engineering - Assoc/VP, London

London, Greater London, United Kingdom, Permanent

Posted: 23 hours ago


We're looking for a candidate to fill this position in an exciting company.

  • Perform analysis of the appropriateness of model assumptions, conduct sensitivity analysis and provide comprehensive documentation of the models.
  • Implement models in production using sophisticated software, such as object-oriented computer languages and design tests to ensure the accuracy of implementation.
  • Coordinate across multiple groups, including strategists, technology and controllers to implement the new capital regulations.
  • Communicate clearly complex mathematical concepts with internal and external stakeholders such as risk managers, senior management and regulators.
  • Perform quantitative analysis and facilitate understanding of the risk for a variety of financial derivatives, including exotic products.
  • Provide supervision and quantitative / technical guidance to more junior risk management professionals.
  • Strong quantitative skills with an advanced degree (Ph.D. or Master's with relevant experience) in a quantitative discipline (Engineering, Mathematics, Physics, Statistics, Econometrics etc.)
  • Excellent command of mathematics, modeling and numerical techniques. Good knowledge of statistics, econometric modeling and probability theory.
  • Strong programming skills and experience with an object oriented programming language (Java, C++ etc.).
  • Strong written and verbal communication skills - ability to explain complex quantitative concepts to a non-technical audience

Job Details

London, Greater London, United Kingdom