Manager - Analytics - Risk Modeling - Quant Role

The responsibilities of the role:

- Create, maintain, industrialize, and standardize risk models specific to types of Institutional clients, their regulatory constraints, and their investment, hedging and balance sheet asset / liability management strategies

- Incorporate investment, hedging and balance sheet asset / liability management strategies into the models

- Aptitude to recognize anomalies or errors in model results

- Support onshore sales teams with issues around model functionality or output

- Interrogate publicly available market data and financial statements to obtain inputs into models

- Run models to test effectiveness of strategies in helping clients to achieve their objectives

- Produce and maintain standardized presentation materials for the different types of Institutional clients

- Support onshore sales teams to produce client-specific analyses

Knowledge & Experience / Qualifications (For the role - not the role holder. Minimum requirements of the role.)

- Quant required - strong technical skills with post graduate qualification in MSc in Applied Mathematics, Statistics, or Engineering.

- Minimum 2-6 years- financial industry experience in a quantitative role

- Good knowledge of Excel

- Understanding and ability to use at least one of; VBA / Python / R (statistical program) / Other coding languages is desirable

- Knowledge of Bloomberg functionality particularly Excel interfaces

- Aptitude to understand model requirements and assess model outputs for reasonableness

- Familiar with regulatory balance sheet and risk models

- Proven analytical ability and financial modelling skills relevant to Insurance, Pensions or Banks

- Understanding of Global Markets products, preferably interest rate derivatives, and desire to expand cross-market knowledge to include credit and equity markets

- Manage deadlines, escalate issues promptly, and prioritise workload