36 Experian jobs in East Midlands
Senior Quantitative Analyst - Risk Management
LE1 1AA Leicester, East Midlands
£80000 Annually
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Posted today
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Job Description
Our client, a prominent global financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their Risk Management division, based in Leicester, Leicestershire, UK . This pivotal role involves developing and implementing sophisticated mathematical models to assess and manage financial risks across various asset classes. You will be at the forefront of quantitative finance, providing critical insights to inform strategic decision-making and ensuring the firm's stability. This is an office-based position requiring deep analytical expertise and a rigorous approach to financial modelling.
Responsibilities:
Qualifications:
This role offers a challenging and rewarding career path with a competitive salary and benefits package. Our client values diversity and inclusion and encourages applications from all qualified individuals.
Responsibilities:
- Design, develop, and validate complex quantitative models for market risk, credit risk, and operational risk.
- Implement and test pricing models for derivatives and other financial instruments.
- Perform back-testing and stress-testing of risk models to ensure their accuracy and robustness.
- Develop algorithms and code (e.g., Python, C++) for model implementation and data analysis.
- Collaborate with trading desks, risk management teams, and IT departments to integrate quantitative solutions.
- Contribute to the enhancement of the firm's risk reporting framework and regulatory compliance initiatives.
- Research and stay updated on the latest academic literature and industry best practices in quantitative finance and risk management.
- Communicate complex quantitative concepts clearly and concisely to both technical and non-technical audiences.
- Mentor junior quantitative analysts and provide technical guidance.
- Contribute to the development of new risk metrics and analytical tools.
Qualifications:
- Master's or PhD in a quantitative field such as Mathematics, Physics, Statistics, Financial Engineering, or Economics.
- A minimum of 5-7 years of relevant experience in quantitative analysis within the financial services industry.
- Strong theoretical knowledge and practical application of stochastic calculus, time series analysis, and statistical modelling.
- Proficiency in programming languages such as Python, C++, or R, with experience in data manipulation libraries.
- Hands-on experience with risk management frameworks and regulatory requirements (e.g., Basel III, FRTB).
- Excellent analytical, problem-solving, and critical thinking skills.
- Proven ability to work under pressure and meet tight deadlines in a fast-paced environment.
- Strong communication and presentation skills, with the ability to explain complex models to diverse stakeholders.
- Experience with financial data providers (e.g., Bloomberg, Refinitiv) is desirable.
- Must be able to work effectively within a collaborative team setting in our Leicester office.
This role offers a challenging and rewarding career path with a competitive salary and benefits package. Our client values diversity and inclusion and encourages applications from all qualified individuals.
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0
Senior Quantitative Analyst (Risk Management)
NG1 2AA Nottingham, East Midlands
£75000 Annually
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Posted 1 day ago
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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.
1
Senior Quantitative Analyst - Risk Management
LE1 5AA Leicester, East Midlands
£75000 Annually
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Posted 1 day ago
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Job Description
Our client, a prestigious financial institution, is seeking a highly analytical Senior Quantitative Analyst to strengthen their risk management division. This role offers a hybrid working model, combining the benefits of collaborative office work with the flexibility of remote working. Based in **Leicester, Leicestershire, UK**, you will play a pivotal role in developing and implementing sophisticated quantitative models to assess and mitigate financial risks across the organisation.
The ideal candidate will possess a robust understanding of financial markets, statistical modeling, and programming. Your responsibilities will include designing, validating, and deploying complex models for market risk, credit risk, and operational risk. You will work closely with trading desks, portfolio managers, and regulatory bodies to ensure models are accurate, compliant, and aligned with business objectives. Proficiency in languages such as Python, R, or C++ is essential, along with experience in data analysis and database management. A strong academic background in a quantitative field such as finance, mathematics, physics, or engineering is required. You will also contribute to the development of risk reporting frameworks and the communication of complex quantitative concepts to non-technical stakeholders. This position demands a proactive, detail-oriented individual with a passion for financial innovation and a commitment to maintaining the highest standards of risk management. The hybrid setup provides an ideal balance for focused analytical work and essential team interaction.
Key Responsibilities:
The ideal candidate will possess a robust understanding of financial markets, statistical modeling, and programming. Your responsibilities will include designing, validating, and deploying complex models for market risk, credit risk, and operational risk. You will work closely with trading desks, portfolio managers, and regulatory bodies to ensure models are accurate, compliant, and aligned with business objectives. Proficiency in languages such as Python, R, or C++ is essential, along with experience in data analysis and database management. A strong academic background in a quantitative field such as finance, mathematics, physics, or engineering is required. You will also contribute to the development of risk reporting frameworks and the communication of complex quantitative concepts to non-technical stakeholders. This position demands a proactive, detail-oriented individual with a passion for financial innovation and a commitment to maintaining the highest standards of risk management. The hybrid setup provides an ideal balance for focused analytical work and essential team interaction.
Key Responsibilities:
- Develop, implement, and validate quantitative risk models.
- Conduct statistical analysis of financial market data.
- Assess and quantify various financial risks (market, credit, operational).
- Build and maintain risk reporting tools and dashboards.
- Collaborate with trading, compliance, and IT departments.
- Ensure model compliance with regulatory requirements.
- Communicate complex analytical findings to stakeholders.
- Contribute to model documentation and governance processes.
- Stay updated on financial modeling techniques and market trends.
- Mentor junior quantitative analysts.
This advertiser has chosen not to accept applicants from your region.
2
Senior Quantitative Analyst (Risk Management)
NG1 1AA Nottingham, East Midlands
£85000 Annually
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Posted 5 days ago
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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
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3
Senior Quantitative Analyst (Risk Management)
DE1 3DB Derby, East Midlands
£75000 Annually
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Posted 5 days ago
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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.
4
Senior Quantitative Analyst (Risk Management)
LE1 6TU Leicester, East Midlands
£70000 Annually
WhatJobs
Posted 8 days ago
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Job Description
Our client, a distinguished financial institution with a strong presence in Leicester, Leicestershire, UK , is seeking an experienced Senior Quantitative Analyst to join their sophisticated Risk Management division. This role is integral to developing and implementing advanced quantitative models and analytical frameworks to assess, manage, and mitigate financial risks across the organization. You will leverage your expertise in mathematics, statistics, and programming to provide critical insights and solutions that underpin strategic decision-making in a dynamic market environment. The position offers a hybrid working model, blending the benefits of remote work with in-office collaboration.
Responsibilities:
Qualifications:
This is a premier opportunity for a skilled quantitative professional to make a significant impact on the risk management framework of a leading financial institution.
Responsibilities:
- Design, develop, validate, and implement complex quantitative models for credit risk, market risk, operational risk, and/or liquidity risk.
- Conduct rigorous statistical analysis and data mining to identify key risk drivers and patterns.
- Develop and maintain robust risk reporting tools and dashboards for senior management and regulatory bodies.
- Collaborate with business units, IT, and compliance teams to ensure models are fit-for-purpose and effectively integrated into business processes.
- Stay abreast of regulatory changes and industry best practices in quantitative risk management.
- Perform back-testing and sensitivity analysis on existing models to ensure accuracy and relevance.
- Contribute to the development of risk appetite frameworks and stress testing scenarios.
- Document model methodologies, assumptions, and limitations comprehensively.
- Mentor junior quantitative analysts and contribute to knowledge sharing within the team.
- Present complex analytical findings clearly and concisely to both technical and non-technical audiences.
Qualifications:
- Advanced degree (Master's or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
- Minimum of 5 years of relevant experience in quantitative analysis, financial modeling, or risk management within the banking or financial services sector.
- Strong proficiency in statistical modeling, econometrics, and probability theory.
- Expertise in programming languages commonly used in quantitative finance, such as Python (with libraries like NumPy, Pandas, SciPy), R, or C++.
- Experience with data management and database querying (SQL).
- In-depth knowledge of financial markets and instruments.
- Familiarity with regulatory requirements (e.g., Basel III/IV) is highly desirable.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to articulate complex concepts effectively.
- Ability to work independently and collaboratively in a team environment.
This is a premier opportunity for a skilled quantitative professional to make a significant impact on the risk management framework of a leading financial institution.
This advertiser has chosen not to accept applicants from your region.
5
Senior Quantitative Analyst (Risk Management)
NG1 1HN Nottingham, East Midlands
£80000 Annually
WhatJobs
Posted 9 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.
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6
Senior Actuarial Analyst - Risk Management
DE1 3AU Derby, East Midlands
£60000 Annually
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Posted 11 days ago
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Job Description
Our client, a prominent insurance firm, is seeking a highly analytical and detail-oriented Senior Actuarial Analyst to join their dynamic team in Derby, Derbyshire, UK . This role is integral to the company's risk management framework, involving complex analysis, modeling, and reporting to assess and mitigate financial risks. You will play a key part in developing pricing strategies, evaluating reserves, and ensuring the long-term solvency and profitability of the company. The ideal candidate possesses a strong actuarial foundation, advanced modeling skills, and a thorough understanding of the insurance market.
Key Responsibilities:
Qualifications and Experience:
This is an excellent career opportunity for an accomplished actuary to contribute significantly to a leading insurance company's risk management and financial planning strategies. If you are driven by analytical challenges and possess the required actuarial expertise, we encourage you to apply.
Key Responsibilities:
- Perform actuarial analyses to assess financial risks, including pricing, reserving, and solvency requirements.
- Develop, validate, and implement complex actuarial models using industry-standard software.
- Analyze claims data, policy information, and market trends to inform actuarial opinions.
- Prepare comprehensive actuarial reports and presentations for senior management, regulators, and other stakeholders.
- Contribute to the development and refinement of pricing models for new and existing insurance products.
- Assist in the valuation of insurance liabilities and the assessment of capital adequacy.
- Monitor emerging risks and trends in the insurance industry and their potential impact on the business.
- Collaborate with underwriting, finance, and product development teams to provide actuarial insights and support strategic decisions.
- Ensure compliance with regulatory requirements and professional actuarial standards.
- Mentor and guide junior actuarial staff, fostering their professional development.
Qualifications and Experience:
- Fellow or Associate of the Actuarial Institute (or equivalent international body).
- Proven experience as an Actuarial Analyst or in a similar actuarial role within the insurance industry.
- Strong expertise in life, non-life, or health insurance products and regulations.
- Advanced proficiency in actuarial modeling software (e.g., Prophet, AXIS, R, Python).
- Excellent analytical, quantitative, and problem-solving skills.
- Thorough understanding of statistical methods and financial modeling techniques.
- Exceptional written and verbal communication skills, with the ability to explain complex technical concepts clearly.
- Strong project management and organizational abilities.
- Ability to work independently and manage multiple priorities effectively.
- Experience with Solvency II regulations is highly desirable.
This is an excellent career opportunity for an accomplished actuary to contribute significantly to a leading insurance company's risk management and financial planning strategies. If you are driven by analytical challenges and possess the required actuarial expertise, we encourage you to apply.
This advertiser has chosen not to accept applicants from your region.
7
Senior Quantitative Analyst (Risk Management)
DE1 1AA Derby, East Midlands
£70000 Annually
WhatJobs
Posted 11 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 Risk Management division in Derby, Derbyshire, UK . This critical role will focus on developing, implementing, and validating complex financial models to assess and manage various risks, including market risk, credit risk, and operational risk. You will be instrumental in enhancing the firm's risk framework, providing quantitative insights to support strategic decision-making, and ensuring regulatory compliance.
Key Responsibilities:
Required Qualifications and Skills:
Key Responsibilities:
- Design, build, and test sophisticated quantitative models for risk assessment and measurement using statistical programming languages (e.g., Python, R, C++).
- Perform rigorous validation of existing models to ensure accuracy, robustness, and compliance with regulatory standards (e.g., Basel Accords).
- Conduct in-depth analysis of large datasets to identify trends, patterns, and potential risks.
- Develop stress testing and scenario analysis frameworks to evaluate the firm's resilience under adverse market conditions.
- Collaborate closely with traders, portfolio managers, risk officers, and IT teams to integrate models into business processes and systems.
- Prepare clear and concise reports and presentations on model performance, risk exposures, and analytical findings for senior management and regulatory bodies.
- Stay abreast of the latest developments in quantitative finance, risk management techniques, and regulatory requirements.
- Mentor junior analysts and contribute to the team's knowledge sharing and technical development.
- Contribute to the development of new risk methodologies and analytics capabilities.
Required Qualifications and Skills:
- Master's or PhD degree in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or a related discipline.
- Proven experience (minimum 5 years) in quantitative analysis, risk management, or a related role within the financial services industry.
- Strong proficiency in programming languages such as Python, R, C++, and SQL.
- Expertise in statistical modeling, time series analysis, machine learning, and financial mathematics.
- Solid understanding of financial markets, instruments, and risk types (market, credit, operational).
- Familiarity with regulatory frameworks impacting financial institutions (e.g., Basel III/IV, FRTB).
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex technical concepts to non-technical audiences.
- Ability to work effectively both independently and as part of a collaborative team in a hybrid work environment, requiring some on-site presence in Derby .
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8
Senior Quantitative Analyst - Risk Management
LE1 5DG Leicester, East Midlands
£70000 Annually
WhatJobs
Posted 11 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their remote-based Risk Management division. This role is crucial for developing and implementing sophisticated mathematical models and statistical techniques to assess and mitigate financial risks. You will be instrumental in providing deep insights into market, credit, and operational risks, driving informed decision-making across the organisation. This is a fully remote position, offering the flexibility to work from anywhere in the UK, with a strong emphasis on collaborative online communication and project management.
Responsibilities:
Responsibilities:
- Design, develop, test, and implement advanced quantitative models for risk assessment (e.g., VaR, CVA, stress testing).
- Conduct in-depth statistical analysis and data mining to identify emerging risk patterns and trends.
- Validate existing risk models and propose enhancements to improve accuracy and efficiency.
- Collaborate with cross-functional teams, including front-office, IT, and compliance, to integrate risk management strategies.
- Prepare detailed reports and presentations on risk exposures and model performance for senior management and regulatory bodies.
- Stay abreast of the latest regulatory requirements and industry best practices in quantitative risk management.
- Develop and maintain documentation for all developed models and methodologies.
- Utilise programming languages such as Python, R, or C++ for model development and data analysis.
- Contribute to the strategic development of the firm's risk management framework.
- Mentor junior analysts and provide technical guidance.
- Ensure compliance with all internal policies and external regulations.
- Master's or Ph.D. in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Economics.
- Minimum of 5 years of experience in quantitative finance or risk management, preferably within a banking or investment firm.
- Strong proficiency in statistical modelling, financial mathematics, and econometrics.
- Expertise in programming languages like Python, R, C++, or SQL.
- In-depth understanding of financial markets and various types of financial risk.
- Experience with regulatory frameworks such as Basel III/IV is highly desirable.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts to non-technical audiences.
- Proven ability to work independently and manage multiple projects simultaneously in a remote setting.
This advertiser has chosen not to accept applicants from your region.
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