Quant Risk Analyst, Stress Testing, Counterparty Risk

London  ‐ Onsite
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Description

Quant Risk Analyst, Stress Testing, Counterparty Risk

£850 - £950pd - 6 Month Contract

London

Quant Risk Analyst, Quantitative Risk Analyst, Stress Testing, Counterparty Risk, Model Documentation, Risk Management, Python, SAS, Banking, Investment Banking

A global Bank are seeking number of Quant Risk Analysts to join them on a 6 month contract in London. The roles require excellent stress testing scenarios experience, alongside lnowledge of counterparty risk and model documentation.

Essential Requirements:

  • Graduate degree (preferably PhD) in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, etc.)
  • Extensive experience in financial services in roles requiring superior problem solving analytical capabilities
  • Experience in developing macroeconomic/market stress scenarios (eg, Okun's Law); and familiarity with relevant regulatory guidance, including IFRS9 based ICAAP credit stress loss methodologies, impairment staging rules, minimum coverage ratios, etc.;
  • Econometric skills covering non-linear regression (eg, logit models)
  • Knowledge of/ability to code in Python and/or SAS is required, with some familiarity of modern software development tools
  • Exceptional writing skills, with ability to synthesise complex technical information
  • Strong project management skills, with ability to build relationships confidently at all levels

If you meet these requirements please apply for immediate consideration.

Start date
ASAP
Duration
6 months +
(extension possible)
From
Harvey Nash IT Recruitment UK
Published at
26.01.2021
Project ID:
2036730
Contract type
Freelance
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