Head of Risk Analytics

Cornwallis Elt; City Of London; On-site; GBP 100,000 - 140,000; Full time

Job summary

A global investment bank is seeking a Head of Quantitative Risk Analytics to manage their Counterparty Credit Risk modelling function. This senior role involves overseeing the modelling lifecycle, collaborating with other specialists, and ensuring effective risk analysis tools are in place. Candidates should possess a strong quantitative background and experience with Python, R, and SQL.

Qualifications

• Demonstrates SME knowledge in Counterparty Credit Risk modelling.
• Strong background in pricing and risk calculations.
• Experience integrating quantitative libraries into IT systems.

Responsibilities

• Manage the end-to-end modelling lifecycle including design and implementation.
• Build and maintain the modelling infrastructure and ecosystem.
• Conduct quantitative research to ensure accurate analytics.

Skills

Quantitative Analysis

Model Development

Risk Analysis

Communication

Collaboration

Education

Master’s degree in quantitative field

PhD preferred

Tools

Python

R

SQL

Job description

This range is provided by Cornwallis Elt. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

Head of Quantitative Risk Analytics – Quantitative Finance, Counterparty Credit Risk, Model Development, Model Validation, Risk Analysis, Python, R, SQL, Numerix, - City of London, Permanent

A senior Quantitative Specialist is sought after by a Global Investment Bank to take ownership of their European Counterparty Credit Risk (CRR) modelling function, as part of the wider Risk Analytics group. In this role, you will be responsible for managing the end-to-end modelling lifecycle, being responsible for methodology, model design and development, through to implementation and validation, helping support local Counterparty Credit Risk Management.

This will be a multi-functional role, with responsibility for building and maintaining the modelling infrastructure and ecosystem, as well as undertaking quantitative research to keep models up to date ensuring the business have access to accurate analytics.

You will work closely with the business and other quantitative specialists for a cohesive model development process, including the implementation of highly accessible tools and dashboards for users to effectively undertake risk analysis.

To be successful, you will demonstrate:

• Minimum of a Master’s degree in the quantitative field, preferably having achieved a PhD
• A strong background in Quantitative Analysis and Model Development, with an in-depth understanding or pricing and risk calculations, particularly for Counterparty Credit Risk
• Technical expertise in Python, R and SQL
• Knowledge of integrating quantitative libraries and models into IT systems
• Excellent communication skills and a collaborative mindset to ensure effective partnership with the business and other Quantitative specialists

If you are a Quantitative Specialist with SME knowledge in Counterparty Credit Risk modelling looking for your next challenge with a rapidly expanding Investment Bank, please do apply!

Seniority level

• Seniority level

  Director

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Information Technology

• Industries

  Investment Banking, Financial Services, and Capital Markets

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