Risk Officer

P2P; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a talented individual to join their Risk Management team. This role involves managing market, counterparty, and liquidity risks while collaborating closely with traders across various asset classes. The ideal candidate will possess a quantitative degree and have 4-7 years of experience in a quantitative role. Proficiency in Excel and at least one programming language is essential. This is an exciting opportunity to contribute to enhancing risk measurement and analytics in a dynamic environment where your insights will directly impact trading strategies and risk optimization.

Qualifications

• 4-7 years of experience in a quantitative-intensive role.
• Experience in risk management and data analysis.

Responsibilities

• Manage market risk, counterparty risk, and liquidity risk.
• Collaborate with Portfolio Managers on risk solutions.

Skills

Data Analysis

Problem-Solving

Communication Skills

Attention to Detail

Education

Quantitative Degree (Maths, Physics, Engineering, Computer Science, Finance, Economics)

Tools

Excel

Python

VBA

SQL

Job description

Info about the team

The firm’s Risk Management team is responsible for managing market risk, counterparty risk and liquidity risk. The team works closely with traders across discretionary and systematic trading of macro and relative value strategies in fixed income, foreign exchange, credit and digital asset markets.

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:

• Risk management of fixed income and foreign exchange macro and relative value trading across market risk, counterparty risk, liquidity risk.
• Contribute to enhancing risk measurement and portfolio analytics and controls.
• Work within a collaborative environment both within the Risk team and with other stakeholders.
• The role is hands on and will involve liaising with Portfolio Managers discussing portfolio and market risks and solutions to manage and optimise risks within the firm’s risk framework.

WORK EXPERIENCE/BACKGROUND:

Essential

• Quantitative degree from a Top Tier institution (Maths, Physics, Engineering, Computer Science, Finance or Economics)
• Between 4 and 7 years of experience in a Quantitative-intensive role: Risk Management, Quant, Trading, Structuring…
• Experience in data analysis
• Experience in coding and creating tactical tools in Excel

Desirable

• Trading or Market Risk background
• Experience working directly with PMs/Traders
• Experience in portfolio analysis

TECHINICAL/BUSINESS SKILLS & KNOWLEDGE:

Essential

• Proficient in Excel and at least one programming language (e.g. VBA, Python…)
• Understanding of fixed income and foreign exchange markets
• Strong knowledge of derivatives (linear and non-linear)
• Strong problem-solving skills and acute attention to detail
• Ability to communicate effectively at all levels, both written and verbally
• Ability to prioritise multiple tasks and work under tight deadlines

Desirable

• Understanding of fixed income macro and relative value strategies
• Knowledge of SQL, VBA and Python