Analyst, Quantitative Risk Analytics (London, GB)

Responsibilities

Depending on the area of specialisation, Analyst, QRA is responsible for all or most of the following:

? Produce credit, market or other relevant risk measures and interpretation of the results on a regular basis.

? Participate in projects with guidance from Principal and/or Associate Director, with the aim of improving the Quantitative Risk & Analytics models, methodologies and analytics frameworks.

? Participate in the in-house analytical and exotic pricing library implementation including new scenarios generation models, pricing functions, sensitivities calculation, risk aggregations, PD/LGD modelling.

? Provide advisory pre-trading structuring, collateral mitigants and portfolio what-if analysis for Treasury and Banking. Perform portfolio incremental exposure, sensitivities calculation and liquidity haircut calibration.

? Perform the regular market, liquidity and/or credit risks operational processes, inclu...