Manager – Quantitative Risk Advisory - London

Location Greater London
Discipline: Banking and Finance
Job type: Permanent
Salary: £75000 - £110000
Contact name: Lee Horan

Contact email: lee@recfinance.co.uk
Job ref: LMH022
Published: 16 days ago
Startdate: ASAP

​Manager – Quantitative Risk Advisory - London

My client is a specialist Risk Consultancy practice focusing solely on the financial sector based in London. Their main focus is to help large banking & finance clients develop, enhance, and validate their most sophisticated risk models and analytical frameworks, to provide them with a competitive edge.

They are looking for Consultants at Manager level, with a technical Quantitative background - particularly within Credit Risk & Credit Risk Modelling and strong technical skills across data management, regulatory stress-testing (e.g. A-IRB, IFRS9, EBA/ECB) for banking book risk.

Responsibilities

As a Manager you will work on a variety of challenging projects, which may include the following activities:

· Design and implementation of solutions to our clients’ risk management challenges

· Management of complex technical projects, and a hand-on approach to completing tasks and projects

· Active involvement in market development and project acquisition activities

· Continuous expansion of your professional network

· Advising customers in the banking and financial services industry on regulatory and economic issues in financial risk as well as working on national and international customer projects, taking our project management standards into account

· Conception, implementation and validation of financial mathematical models in risk management

· Analysis, optimisation and implementation of business processes and management systems in the field of risk modeling and integration of new aspects

· Active involvement in our market development and project acquisition activities - including core involvement in the pitch preparation and attending client pitches

· Coordination and implementation of market studies on current trend topics

· Continuous development and expansion of your professional network and your professional knowledge

· Mentoring of other consultants

Requirements

· Degree, Masters or PhD in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)

· Coding skills in R ideally or other related programmes (e.g. Python, SAS)

· Strong Credit Risk modelling knowledge - particularly A-IRB

· Knowledge of current and upcoming risk regulation & methods

· Strong written and verbal communication skills in English and ability to assess technical information and present key findings

· Desire to perform, natural curiosity and an ability to assimilate new skills quickly

· 4+ years of relevant work experience in a modelling/analytics role

. Professional qualification would be advantageous - CQF preferred

· Candidates from both the banking industry and consulting sector will be considered, with preference for candidates with some consulting experience