Market Risk Quantitative Analyst at Robert Walters

• An exciting opportunity has arisen for a Market Risk Quantitative Analyst to join their team. This role offers the chance to provide quantitative support for credit, market, and liquidity risk, while working closely with internal teams to develop, implement, and improve financial risk measurement processes. The successful candidate will have the opportunity to influence strategic decisions in market risk and valuation and lead the design and implementation of yield curve models.

What you'll do:

• As a Market Risk Quantitative Analyst, your role will be pivotal in providing quantitative support across various areas of risk. You will be responsible for performing detailed quantitative analysis for credit and market risk, developing sophisticated financial models, and implementing cutting-edge quantitative tools. Your collaboration skills will be put to good use as you work alongside various internal teams to align strategies. You will also have the opportunity to present your findings and recommendations at internal governance forums. A key part of your role will involve identifying and quantifying market risks on the balance sheet, validating yield curve construction, assessing compliance with risk management criteria, automating risk measurement processes, designing databases for storing risk metrics, monitoring regulatory changes, ensuring compliance, and translating complex data into actionable insights.
• Perform quantitative analysis for credit and market risk.
• Develop financial models and implement quantitative tools using Python, SQL, and VBA.
• Collaborate with teams including ALM and LDI to align strategies.
• Present findings and recommendations to internal governance forums.
• Identify and quantify market risks on the balance sheet.
• Validate yield curve construction and assess compliance with risk management criteria.
• Automate risk measurement and reporting processes.
• Design, develop, and maintain databases to store and track risk metrics.
• Monitor regulatory changes and ensure compliance.
• Translate complex data into actionable insights for senior stakeholders.

What you bring:

• The ideal candidate for the Market Risk Quantitative Analyst position will bring a wealth of experience and a strong educational background in quantitative finance or related fields. Your strong stakeholder management and interpersonal skills will be crucial in this role, as well as your excellent presentation abilities. You are proactive, results-driven, and have a knack for programming with Python, SQL, and VBA. Your knowledge in financial mathematics, risk modelling, and database design will be beneficial in this role. With 5–10 years of experience in quantitative finance and development/programming roles, you are ready to take on this challenging yet rewarding position.
• A quantitative-based PhD, Master’s or Honours degree is required.
• Certifications in quantitative finance or related fields are advantageous.
• Strong stakeholder management and interpersonal skills are essential.
• Excellent presentation abilities are required.
• Proactivity and results-driven approach are necessary.
• Experience in Python, SQL, VBA programming is crucial.
• Knowledge in financial mathematics, risk modelling, database design is beneficial.
• 5–10 years experience in quantitative finance and development/programming roles is needed.
• Background in insurance or banking with market risk expertise is preferred.