Senior Risk Analyst

Job details

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Job description

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Our people work differently depending on their jobs and needs. From home working to job sharing, go to remote and flexible working to find out more. This role is based in India and as such all normal working days must be carried out in India. Join us as a Senior Risk Quantitative Analyst This is a great opportunity for someone with experience in a quantitative role to join our Risk function You’ll be working closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations Hone your analytical skills and advance your career in this fast paced, critical role What you'll do This key role will see you providing model, pricing and functional specifications of the models for the various asset classes, and for the subsequent validation by risk analytics. We’ll also look to you to support to a team of quantitative analysts and technical specialists, providing quantitative and technical mentoring to help them develop in their roles. Day-to-day, you’ll also be: Supporting a phased delivery of the simulation models and pricer prototypes Producing model documentation to be delivered to the PRA for internal review Advising senior management on and actively managing a project’s non-delivery risk Maintaining and making sure that adequate documentation is produced for governance Assisting our IT department in implementing the models, and overseeing the implementation of the functional specifications back-testing against the prototypes The skills you'll need We’re looking or someone with substantial experience in a quantitative role of specified asset classes, and experience in credit valuation adjustments, expected positive exposure, building valuation models, optimising pricing routines and computing efficiency. You’ll have a proven ability to facilitate work across organisational boundaries, and you’ll be able to remove barriers that constrain performance excellence and make sure that quality improvements meet the needs and expectation of a diverse population. We’ll also expect: Significant experience in a banking or other financial institution Experience of advising senior management on the progress, choices and risks with models and a project Experience of developing an infrastructure for prototyping and back-testing The ability to recognise multiple relationships between problems, issues and situations Experience of guiding colleagues and supporting them in developing further The ability to work well independently and as part of a team Apply for this job