Quantitative Risk Analyst: Liquidity & Credit Modeling

Validus Risk Management; Greater London; On-site; GBP 50,000 - 70,000; Full time

Job summary

A financial advisory firm in Greater London seeks a Quantitative Analyst to develop and validate financial models with a focus on liquidity risk and credit charges. The ideal candidate will possess a Master’s degree in a quantitative field and have at least 3 years of relevant experience, along with proficiency in Python and strong communication skills. This position offers competitive remuneration and support towards professional qualifications.

Benefits

Competitive remuneration

Healthcare

Retirement plans

Support towards professional qualifications

Qualifications

• Master’s degree in a quantitative field required.
• At least 3 years of relevant experience necessary.
• Proficiency in Python is essential.

Responsibilities

• Develop and validate financial models focusing on liquidity risk and credit charges.

Skills

Proficiency in Python

Strong communication skills

Education

Master’s degree in a quantitative field

Job description

A financial advisory firm in Greater London seeks a Quantitative Analyst to develop and validate financial models with a focus on liquidity risk and credit charges. The ideal candidate will possess a Master’s degree in a quantitative field and have at least 3 years of relevant experience, along with proficiency in Python and strong communication skills. This position offers competitive remuneration and support towards professional qualifications.