EBRD Analyst Quantitative Risk Analytics Jobs UK 2024

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EBRD Analyst Quantitative Risk Analytics Jobs UK 2024

EBRD Analyst Quantitative Risk Analytics Jobs

 

EBRD Analyst Quantitative Risk Analytics Jobs UK 2024: European Bank for Reconstruction and Development has announced latest Job vacancy in London, UK. You can apply to the job before the Application deadline Sep 6th, 2024. Before applying we suggest read the job description very carefully and also requirements about this position.

Position Quick Info

  • Requisition ID: 35003
  • Office Country: United Kingdom
  • Office City: London
  • Division: Risk Management
  • Contract Type: Short Term
  • Contract Length: 06 months
  • Posting End Date: 06/09/2024

Job Description

Duties and Responsibilities:

Produce credit, market or other relevant risk measures and interpretation of the results on a regular basis. Identify and analyse portfolio concentrations and sensitivities, perform regular checks with other information systems to ensure the Risk Management System integrity and report any data anomalies and system-generated alerts to colleagues.

Participate in projects with guidance from Principal/Senior Manager, with the aim of improving the existing modelling or to deliver bespoke analysis.

Provide advisory pre-trading structuring, collateral mitigants and portfolio what-if analysis for Treasury and Banking. Perform portfolio incremental exposure, sensitivities calculation and liquidity haircut calibration. Develop and maintain programs enabling efficient checks and analysis of inputs and outputs from both Treasury and Banking market risk systems including current market data, time series of risk factors, trade details as well as risk measures and sensitivities.

Maintain the proprietary automated tools required for risk factor parameters estimation, add-on calibration, back-testing and/or Value-at-risk methodology enhancement.

Perform Economic Capital calculations and participate in the development and calibration of risk systems.

Perform the regular market, liquidity and/or credit risks operational processes, including the ICF testing, valuation reconciliation, market risk factors parameters estimation, backtesting, add-on calibration and impacts analysis on the portfolio exposures.

Participate in the in-house analytical/pricing library implementation including new scenarios generation models, pricing functions, sensitivities calculation or risk aggregations.

Requirements:

Some relevant financial industry experience (typically an internship) from an investment or commercial bank, private equity, asset management firm or financial consulting firm operating to international standards.

MSc in Quantitative Finance or Math/Sciences.

Strong quantitative skills in financial modelling and statistics/econometrics.

Significant practical experience with the implementation of credit and/or market risk measurement methodologies.

Good understanding of all major capital markets instruments across asset classes.

Extensive knowledge of industry best practice and the latest status of regulation in the field of credit and/or market riskGood

understanding of risk management and portfolio valuation techniques.

Plans work well, establishes suitable priorities, anticipates problems and responds in a timely manner, meets deadlines.

Ability to communicate well at all levels, from senior management to portfolio managers/traders, risk managers, accountants, middle office and IT staff.

Ability to work to deadlines and under time pressure.

A positive attitude to problem solving, identifying solutions and finding ways to overcome obstacles, if need be through compromise and consensus building.Proficient in at least one programming language, e.g. Excel VBA, Matlab or C++.

Knowledge of QuiC, Active Pivot, Summit and/or Numerix desirable.

Knowledge of databases, SQL, Perl, Python and/or Java desirable.

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Updated: August 30, 2024 — 4:58 PM
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