Apply for this job

Print | Email a Friend

Job description:

My Client a large Financial services Business are now recruiting for a Quantitative risk analyst within the liquidity and market risk area. Reporting to the Senior Manager, Balance Sheet Modelling, initially you’ll be responsible for building and reviewing models for the Group to predict retail and treasury liquidity requirements during a stressed environment.
As well as developing new models and researching methodologies to increase the effectiveness of existing ones, you’ll support senior management across the Group with high quality advice on the efficient use of liquidity requirements. You will also be expected to enhance risk management across the organisation, and using appropriate methods you will reduce liquidity risk and promote efficiency wherever possible.

To be successful you must have relevant quantitative expertise for Balance Sheet Management with clear modelling expertise on the interlock between risk/capital/funding and liquidity. This will include plenty of experience of best practice modelling methodologies as well as a sound understanding of Treasury instruments, retail products and their associated risks.

You will be educated to at least degree level.

Start: ASAP