Quantitative Risk Analyst (Market Risk )

  • Location


  • Sector:

    Banking & Financial Services

  • Job type:


  • Salary:

    £58000 - £58001 per annum

  • Contact:

    Gorgui Niass

  • Contact email:


  • Job ref:


  • Published:

    4 months ago

  • Expiry date:



  • Working closely with the Market Risk, Counterparty Credit Risk, Product Control, Finance and Front Office teams to provide quantitative support and practical solutions in a timely manner.
  • Demonstrating an understanding of derivatives across asset classes (Fixed Income, Inflation, FX, Equity etc.), from a theoretical perspective.
  • Helping evolve the existing models into more user-friendly deployments using tools such as R-shiny or Python Dash.
  • Responsible for the quantitative aspects of model development and its implementation.

Ideal Candidate

  • Demonstrable programming skills (Python, Dash, R, Shiny R, VBA or C++)
  • Degree level education in a quantitative field, a postgraduate qualification/PhD would be advantageous.
  • Proven knowledge of statistical modelling of market data, or clear evidence of mathematical or econometric skills.
  • Strong technical background and experience in the finance industry.

Please also feel free to refer relevant people suitable for these job roles.

Thank You

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

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