Quantitative Risk Analyst

Description

Our client is a global, top tier asset management house. Due to continued business success, they are now looking to recruit a Quantitative Risk Analyst to join their high-performing Quantitative Risk team on a permanent basis.

Reporting directly to the Head of Quantitative Risk, the Quantitative Risk Analyst will take responsibility for the following duties:

• Assist with research and validate models used by the business.
• Participate in the Group Model Governance Committee meetings and present validation findings.
• Work closely with the team with the running of risk models.
• Develop tools to aid the risk management process.
• Proactively contribute to the solidifying the overall model governance for the business.

The Quantitative Risk Analyst will meet the following skillset:

• Minimum 2 years’ experience within investment or practical risk, preferably on the buy side.
• Degree educated in a quantitative subject.
• Programming experience (Python, MATLAB and/or R).
• Strong analytical ability and numerate.
• Positive attitude towards problem solving.
• The ability to build strong relationships both internally and externally.

This is an ideal opportunity for an ambitious Quantitative Risk Analyst professional looking to propel their career in a well-established asset management business.

If you believe your experience meets the criteria of Quantitative Risk Analyst, please apply with a copy of your CV.

Note, this is a highly competitive position. We receive a high volume of applications and are unable to respond to each CV.

“Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.”