Senior Quantitative Analyst - Risk Management
NG1 1DA Nottingham, East Midlands
£75000 Annually
WhatJobs
Posted 3 days ago
Job Viewed
Job Description
Our client, a prestigious financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their Risk Management division. This challenging role requires a deep understanding of financial markets, complex financial instruments, and sophisticated modelling techniques. You will be instrumental in developing, implementing, and validating quantitative models for risk assessment, pricing, and portfolio optimisation. This is an on-site position located in Nottingham, Nottinghamshire, UK , offering a superb opportunity to work within a leading organisation.
Responsibilities:
Responsibilities:
- Develop, implement, and maintain complex quantitative models for market risk, credit risk, and operational risk.
- Perform model validation and back-testing to ensure accuracy, robustness, and compliance with regulatory requirements.
- Conduct in-depth analysis of financial data to identify trends, assess risks, and support strategic decision-making.
- Collaborate with trading desks, portfolio managers, and other business units to understand their risk management needs.
- Develop and enhance pricing models for various financial derivatives and complex securities.
- Contribute to the development of risk management policies and procedures.
- Prepare clear and concise reports on model performance, risk exposures, and findings for senior management and regulatory bodies.
- Stay abreast of the latest developments in quantitative finance, risk management, and regulatory frameworks.
- Mentor junior analysts and provide technical guidance to the team.
- Utilise advanced programming skills in languages such as Python, R, or C++ for model development and implementation.
- Master's or PhD in a quantitative field such as Mathematics, Physics, Statistics, Econometrics, or Financial Engineering.
- Significant experience as a Quantitative Analyst or in a similar quantitative role within the financial services industry.
- Expertise in financial modelling, statistical analysis, and time-series analysis.
- Strong programming skills in Python, R, C++, or similar languages.
- In-depth knowledge of financial instruments, derivatives, and risk management concepts.
- Familiarity with regulatory requirements (e.g., Basel III, Solvency II).
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts to both technical and non-technical audiences.
- Ability to work independently and collaboratively in a team environment.
This advertiser has chosen not to accept applicants from your region.
0
Senior Quantitative Analyst - Risk Management
NG1 1HN Nottingham, East Midlands
£70000 Annually
WhatJobs
Posted 4 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their sophisticated Risk Management division. This pivotal role, based in Nottingham, Nottinghamshire, UK , will involve developing and implementing complex quantitative models for market risk, credit risk, and regulatory capital calculations. You will be integral in assessing and mitigating financial risks for the organisation.
Key Responsibilities:
Key Responsibilities:
- Develop, test, and validate quantitative models for pricing, risk assessment, and portfolio optimisation.
- Implement and maintain risk management systems and methodologies.
- Conduct in-depth analysis of financial markets and economic data to identify potential risks.
- Ensure models comply with regulatory requirements (e.g., Basel III, Solvency II).
- Collaborate with trading desks, risk officers, and IT departments to implement risk solutions.
- Perform stress testing and scenario analysis to assess portfolio resilience.
- Produce clear and concise reports on risk exposures and model performance for senior management.
- Stay current with advancements in quantitative finance and risk management techniques.
- Mentor junior analysts and contribute to the team's technical development.
- Master's degree or PhD in a quantitative field such as Financial Mathematics, Statistics, Physics, Economics, or Computer Science.
- Minimum of 5 years of relevant experience in quantitative finance, risk management, or a related area.
- Strong programming skills in languages such as Python, C++, or R.
- Expertise in financial modelling, statistical analysis, and econometrics.
- In-depth knowledge of financial instruments and markets.
- Familiarity with regulatory frameworks in banking and finance.
- Excellent analytical, problem-solving, and critical thinking abilities.
- Strong communication skills, with the ability to explain complex concepts to non-technical audiences.
- Proven ability to work effectively in a fast-paced, team-oriented environment.
This advertiser has chosen not to accept applicants from your region.
1
Senior Quantitative Analyst - Risk Management
NG1 3BB Nottingham, East Midlands
£70000 Annually
WhatJobs
Posted 5 days ago
Job Viewed
Job Description
Our client is seeking a highly skilled and analytical Senior Quantitative Analyst specializing in Risk Management to join their thriving remote team. This pivotal role involves developing, implementing, and validating sophisticated quantitative models used for assessing and mitigating financial risks across various portfolios. You will be instrumental in driving innovation in risk methodologies, contributing to the firm's strategic decision-making processes by providing deep quantitative insights. The successful candidate will leverage advanced statistical techniques, machine learning algorithms, and programming skills to build robust risk measurement frameworks. This position demands a proactive approach, excellent problem-solving abilities, and the capacity to communicate complex technical concepts clearly to both technical and non-technical stakeholders.
Responsibilities:
Qualifications:
This is a fully remote role, allowing you to work from anywhere in the UK. We believe in fostering a collaborative and inclusive remote culture. This position, centered around the financial hub of Nottingham, Nottinghamshire, UK , offers a unique opportunity to shape risk management practices from a distance.
Responsibilities:
- Design, develop, and implement quantitative models for market risk, credit risk, and operational risk.
- Perform rigorous validation and back-testing of existing and new models.
- Utilize statistical software and programming languages (e.g., Python, R, C++) for data analysis, model development, and automation.
- Stay abreast of regulatory changes and industry best practices in quantitative finance and risk management.
- Collaborate with trading, portfolio management, and IT teams to integrate risk models into business processes.
- Present model findings and risk assessments to senior management and regulatory bodies.
- Contribute to the development of innovative risk management strategies and solutions.
- Mentor junior quantitative analysts and contribute to the team's overall technical growth.
Qualifications:
- Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Economics.
- 5+ years of relevant experience in quantitative analysis, risk management, or financial modeling within the banking or finance industry.
- Expertise in statistical modeling, time series analysis, econometrics, and machine learning techniques.
- Proficiency in programming languages like Python (NumPy, SciPy, Pandas), R, or C++.
- Strong understanding of financial markets, instruments, and risk management principles.
- Excellent analytical, problem-solving, and critical thinking skills.
- Ability to articulate complex quantitative concepts clearly and concisely.
- Experience with large datasets and database querying (SQL) is highly desirable.
This is a fully remote role, allowing you to work from anywhere in the UK. We believe in fostering a collaborative and inclusive remote culture. This position, centered around the financial hub of Nottingham, Nottinghamshire, UK , offers a unique opportunity to shape risk management practices from a distance.
This advertiser has chosen not to accept applicants from your region.
2
Senior Quantitative Analyst - Risk Management
NG2 1NB Nottingham, East Midlands
£90000 Annually
WhatJobs
Posted 5 days ago
Job Viewed
Job Description
Our client, a prominent global financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their risk management division in a fully remote capacity. This critical role involves developing, implementing, and validating complex mathematical models used for risk assessment, pricing, and regulatory compliance. You will work on challenging problems across various asset classes, leveraging your expertise in statistics, econometrics, and computational finance. The ideal candidate will possess a deep understanding of financial markets, sophisticated modelling techniques, and a strong programming aptitude.
Key Responsibilities:
Key Responsibilities:
- Develop and implement quantitative models for market risk, credit risk, and operational risk.
- Validate existing models to ensure accuracy, robustness, and compliance with regulatory requirements (e.g., Basel Accords).
- Conduct in-depth research into advanced quantitative techniques and their application to financial risk management.
- Collaborate with front-office, middle-office, and IT teams to integrate models into trading systems and reporting frameworks.
- Analyse large datasets to identify trends, patterns, and potential risks.
- Develop tools and methodologies for back-testing and stress-testing model performance.
- Prepare comprehensive documentation for model development, validation, and implementation.
- Present complex findings and recommendations to senior management and regulatory bodies.
- Mentor junior quantitative analysts and contribute to the team's intellectual capital.
- Stay abreast of financial market developments, regulatory changes, and cutting-edge quantitative methodologies.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
- Minimum of 6 years of relevant experience in quantitative analysis or risk management within the financial services industry.
- Strong expertise in statistical modelling, time series analysis, machine learning, and financial econometrics.
- Proficiency in programming languages such as Python, R, C++, or Java.
- Experience with risk management frameworks and regulatory requirements in banking.
- Excellent analytical, problem-solving, and communication skills.
- Ability to work independently and manage complex projects in a remote setting.
- Demonstrated experience with large-scale data analysis and database technologies.
- Familiarity with derivative pricing and hedging would be advantageous.
This advertiser has chosen not to accept applicants from your region.
3
Senior Quantitative Analyst - Risk Management
DE1 2GN Derby, East Midlands
£90000 annum + bon
WhatJobs
Posted 6 days ago
Job Viewed
Job Description
Our client, a prominent financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their Risk Management division in Derby, Derbyshire, UK . This crucial role involves developing, implementing, and validating sophisticated quantitative models to assess and manage financial risks across the organisation. You will leverage advanced statistical techniques, programming skills, and a deep understanding of financial markets to provide critical insights that inform strategic decision-making. This is an excellent opportunity to contribute to the stability and growth of a leading player in the banking sector.
Responsibilities:
Responsibilities:
- Develop, implement, and maintain quantitative models for market risk, credit risk, operational risk, and/or liquidity risk.
- Perform rigorous validation of existing and new models, ensuring accuracy, robustness, and compliance with regulatory requirements.
- Analyze large datasets to identify patterns, trends, and correlations relevant to financial risk.
- Utilize advanced statistical and econometric techniques in model development and analysis.
- Collaborate with front-office, middle-office, and other risk management teams to understand business needs and translate them into analytical requirements.
- Prepare detailed reports and presentations on model performance, risk assessments, and findings for senior management and regulatory bodies.
- Stay abreast of the latest developments in quantitative finance, risk management techniques, and regulatory changes (e.g., Basel Accords, IFRS 9).
- Contribute to the enhancement of risk management frameworks and methodologies.
- Mentor and guide junior quantitative analysts, fostering a culture of analytical excellence.
- Ensure model documentation is comprehensive, accurate, and adheres to internal and external standards.
- Develop and implement stress testing and scenario analysis frameworks.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
- Minimum of 5-7 years of experience as a Quantitative Analyst in the banking or financial services industry.
- Proven experience in developing and validating risk models (e.g., VaR, Expected Shortfall, Credit Scoring, Pricing Models).
- Proficiency in programming languages commonly used in quantitative finance, such as Python, R, C++, or Java.
- Strong knowledge of financial markets, instruments, and risk management principles.
- Familiarity with regulatory requirements for financial institutions.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to articulate complex concepts to diverse audiences.
- Ability to work independently and manage multiple projects simultaneously.
- Experience working within a team environment and collaborating effectively across departments.
This advertiser has chosen not to accept applicants from your region.
4
Senior Quantitative Analyst (Risk Management)
DE1 0AA Derby, East Midlands
£80000 Annually
WhatJobs
Posted 6 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is looking for a highly skilled Senior Quantitative Analyst to join their remote-first Risk Management division. Based remotely, you will play a crucial role in developing and implementing sophisticated quantitative models to assess and manage financial risks across various asset classes. Your expertise will be vital in driving the firm's risk strategy, ensuring compliance with regulatory requirements, and safeguarding the organization's financial stability. Key responsibilities include designing, testing, and validating complex pricing and risk models, performing stress testing and scenario analysis, and contributing to the development of risk appetite frameworks. You will work with large datasets, leverage advanced statistical techniques, and utilize programming languages such as Python, R, or C++ to implement and deploy models. A deep understanding of financial markets, derivatives pricing, and regulatory frameworks (e.g., Basel III/IV) is essential. The ideal candidate will possess a Master's or PhD in a quantitative discipline such as Mathematics, Physics, Statistics, or Financial Engineering, coupled with significant industry experience in quantitative finance. Strong programming skills, excellent analytical and problem-solving capabilities, and the ability to communicate complex findings clearly to both technical and non-technical stakeholders are paramount. As part of a fully remote team, you will benefit from the flexibility and autonomy of working from home, with a strong emphasis on collaborative virtual communication and project management tools to ensure seamless team integration and project execution. This is an exceptional opportunity to make a significant impact on a global financial leader's risk management practices from the comfort of your own home.
This advertiser has chosen not to accept applicants from your region.
5
Senior Quantitative Analyst (Risk Management)
NG1 2AA Nottingham, East Midlands
£75000 Annually
WhatJobs
Posted 10 days ago
Job Viewed
Job Description
Our client, a leading global financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their dynamic risk management division in Nottingham, Nottinghamshire, UK . This role operates on a hybrid basis, offering the perfect blend of in-office collaboration and focused remote work.
The Senior Quantitative Analyst will be responsible for developing, implementing, and validating complex mathematical models and methodologies to assess and manage financial risks, including market risk, credit risk, and operational risk. You will play a crucial role in supporting strategic decision-making by providing sophisticated quantitative insights and risk assessments. This position requires a deep understanding of financial markets, statistical modeling, programming, and regulatory requirements within the banking sector.
Key responsibilities will include:
The Senior Quantitative Analyst will be responsible for developing, implementing, and validating complex mathematical models and methodologies to assess and manage financial risks, including market risk, credit risk, and operational risk. You will play a crucial role in supporting strategic decision-making by providing sophisticated quantitative insights and risk assessments. This position requires a deep understanding of financial markets, statistical modeling, programming, and regulatory requirements within the banking sector.
Key responsibilities will include:
- Developing and maintaining quantitative models for pricing, hedging, and risk measurement across various financial instruments.
- Performing rigorous validation of existing models and proposing enhancements to improve accuracy and performance.
- Conducting in-depth analysis of financial data to identify trends, assess risks, and support business strategy.
- Collaborating with front-office traders, risk managers, and regulatory bodies to ensure model compliance and understanding.
- Implementing quantitative models using programming languages such as Python, R, C++, or MATLAB.
- Producing clear and concise reports and presentations on model results, risk exposures, and findings.
- Staying abreast of industry best practices, regulatory changes, and emerging quantitative techniques.
- Contributing to the development of new risk management frameworks and tools.
- Mentoring junior analysts and sharing technical expertise within the team.
- Automating processes for data extraction, analysis, and reporting.
This advertiser has chosen not to accept applicants from your region.
Be The First To Know
About the latest Experian Jobs in Arnold !
6
Senior Quantitative Analyst (Risk Management)
NG1 1AA Nottingham, East Midlands
£85000 Annually
WhatJobs
Posted 14 days ago
Job Viewed
Job Description
Our client is seeking an accomplished Senior Quantitative Analyst to join their esteemed banking and finance division. This is a fully remote position, offering the flexibility to work from anywhere in the UK, focusing on critical risk management functions. You will be responsible for developing, implementing, and validating sophisticated quantitative models for assessing and mitigating financial risks, including market risk, credit risk, and operational risk. Key responsibilities include performing complex statistical analysis, stress testing, scenario analysis, and data mining to identify potential vulnerabilities. You will collaborate closely with trading desks, risk managers, and regulatory bodies to ensure compliance and optimize risk strategies. The ideal candidate will possess a strong academic background in a quantitative field (e.g., Mathematics, Physics, Statistics, Economics), coupled with significant experience in quantitative finance and risk management. Advanced programming skills in languages such as Python, R, or C++, and expertise in statistical modeling software are essential. You must have a deep understanding of financial markets, derivatives, and regulatory frameworks (e.g., Basel III/IV). The ability to translate complex quantitative concepts into clear, actionable insights for senior management is crucial. This role offers the opportunity to work on challenging problems, contribute to strategic decision-making, and drive innovation in financial risk management. A Master's or Ph.D. in a relevant quantitative discipline is highly preferred. Location: Nottingham, Nottinghamshire, UK
This advertiser has chosen not to accept applicants from your region.
7
Senior Quantitative Analyst (Risk Management)
DE1 3DB Derby, East Midlands
£75000 Annually
WhatJobs
Posted 14 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking an experienced Senior Quantitative Analyst to join their Risk Management division in Derby, Derbyshire, UK . This critical role will involve developing and implementing sophisticated quantitative models to assess and manage financial risks across the organisation. The ideal candidate will possess a strong analytical mind, advanced statistical and mathematical expertise, and a deep understanding of financial markets and regulatory requirements. This hybrid position offers the opportunity to work on complex challenges, contribute to strategic decision-making, and develop your career in a dynamic financial environment.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and implement quantitative models for market risk, credit risk, and operational risk.
- Perform complex statistical analyses and simulations to assess financial exposures and identify potential risks.
- Contribute to the development of risk measurement methodologies and reporting frameworks.
- Collaborate with business units to understand their risk management needs and provide quantitative insights.
- Ensure models comply with regulatory requirements (e.g., Basel III/IV, FRTB) and internal policies.
- Conduct back-testing and sensitivity analysis to assess model performance and robustness.
- Stay abreast of the latest advancements in quantitative finance, risk modelling, and relevant technologies.
- Prepare clear and concise documentation of models, methodologies, and assumptions.
- Present findings and recommendations to senior management and regulatory bodies.
- Support the implementation of new risk management systems and tools.
- Master's degree or PhD in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
- Minimum of 5 years of experience in quantitative analysis, risk management, or a related role within the financial services industry.
- Strong knowledge of statistical modelling, time-series analysis, econometrics, and machine learning techniques.
- Proficiency in programming languages commonly used in quantitative finance, such as Python, R, or C++.
- Experience with financial risk management frameworks and regulatory requirements.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to present complex technical information to diverse audiences.
- Ability to work effectively in a hybrid work environment, balancing independent work with collaborative team efforts.
- Experience with financial data analysis tools and databases is essential.
This advertiser has chosen not to accept applicants from your region.
8
Senior Quantitative Analyst (Risk Management)
NG1 1HN Nottingham, East Midlands
£80000 Annually
WhatJobs
Posted 18 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst with a strong focus on Risk Management to join their dynamic, remote-first team. This role is pivotal in developing and implementing sophisticated quantitative models and methodologies to assess and mitigate financial risks across the organisation. You will be at the forefront of designing, building, and validating complex risk models, including those for credit risk, market risk, and operational risk. Your responsibilities will include leveraging advanced statistical techniques, machine learning algorithms, and programming languages to analyse large datasets, identify risk patterns, and forecast potential losses. You will collaborate closely with risk management teams, business units, and IT departments to ensure models are effectively integrated into operational frameworks and meet regulatory requirements. The successful candidate will possess a deep understanding of financial markets, risk management principles, and regulatory landscapes (e.g., Basel Accords, Solvency II). This is a fully remote position, requiring exceptional self-discipline, autonomous working capabilities, and strong virtual communication skills. You will be responsible for presenting complex findings and model implications to senior management and regulatory bodies. We are looking for an analytical powerhouse with a proven track record in quantitative finance, a passion for data-driven decision-making, and the ability to translate intricate mathematical concepts into practical business solutions. This is an unparalleled opportunity to contribute to the stability and strategic direction of a major financial player from a remote setting.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and validate quantitative risk models (credit, market, operational risk).
- Utilise advanced statistical methods and machine learning techniques for risk analysis.
- Analyse large datasets to identify risk drivers and patterns.
- Build and maintain risk management systems and databases.
- Collaborate with business units and IT to integrate models into operational processes.
- Ensure compliance with regulatory requirements and internal policies.
- Prepare detailed reports and present model findings to senior management and stakeholders.
- Conduct back-testing and stress testing of risk models.
- Stay abreast of industry best practices and emerging trends in quantitative risk management.
- Master's degree or PhD in a quantitative field such as Finance, Economics, Mathematics, Statistics, or Physics.
- Minimum of 5 years of experience in quantitative analysis, risk management, or financial modelling within the financial services industry.
- Strong proficiency in programming languages such as Python, R, or C++.
- Expertise in statistical modelling, econometrics, and machine learning.
- Deep understanding of financial markets, derivatives, and risk management frameworks.
- Excellent analytical, problem-solving, and communication skills.
- Experience with regulatory frameworks in the financial sector.
- Ability to work independently and manage complex projects in a remote environment.
This advertiser has chosen not to accept applicants from your region.
9