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Economic Risk Analytics -, Analyst

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Job Summary

  • London
  • Permanent
  • BBBH831538
  • Oct 21, 2022
  • Competitive
Job Description Global investment bank seeks an analyst level Quant as part of its expanding Economic Risk Analytics division which has the mandate to develop / enhance Economic models . The Economic Risk Analytic is part of the Risk Methodologies Group (RMG); has the mandate to develop / enhance Economic models in line with internal requirements/guidelines. Economic models are key to the firm and management, in the definition of its risk appetiteand internal risk management. They are in some cases used by the firm to limit risk appetite of various functions. The methodologies side of the group has the critical task of owning, developing and validating all the economic models that are used in reportingfor the whole firm. Role & Responsibilities: Work closely with the Risk Methodologies Group (RMG) and Market/Credit Risk Manager on the development and enhancement of economic, financing risk, concentration risk models. Development and periodic update of proto-type models using python, R, matlab Implementation of economic models into strategic risk system (this includes developing methodology, building prototype, writing technical business requirement document, performing model testing, ensure compliance with regulatory requirements and liaisingwith model validation group). To act as a subject matter expert for economic capital models and providing support to the model users (i.e. risk managers) and be a key point of contact with respect to such models. Participate in periodic review of models and calibration of model parameters. Provide necessary support to Model validation group/Audit team during validation of Economic models including any model change on an ongoing basis Key Skills experience either in Market risk or Credit risk with good understanding of risk modelling. Good understanding of mathematical concepts like probability, statistics, calculus, linear algebra. Good knowledge of Python, SQL, Matlab, VBA. Good understating of financial products (Bonds, Derivatives) A strong Mathematical/Statistical background. Actuaries (Cleared at least 3 CT papers) would be advantage FRM/PRM/CFA certification would be added advantage. Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative. BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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