48 Safety Regulations jobs in West Bromwich
Senior Risk Management Consultant
CV1 1LA Coventry, West Midlands
£70000 Annually
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Posted 22 days ago
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Job Description
Our client, a prestigious financial institution, is looking for a highly experienced Senior Risk Management Consultant to join their expanding team in Coventry, West Midlands, UK . This pivotal role involves developing and implementing robust risk management frameworks, policies, and procedures across the organization. You will be instrumental in identifying, assessing, and mitigating a wide range of financial and operational risks, including market risk, credit risk, operational risk, and liquidity risk. The successful candidate will conduct in-depth risk assessments, perform scenario analysis, and stress testing to evaluate the firm's resilience to adverse economic conditions.
Responsibilities include overseeing the design and execution of risk monitoring systems, ensuring compliance with regulatory requirements (e.g., Basel III/IV, FCA regulations), and preparing comprehensive risk reports for senior management and the Board of Directors. You will also play a key role in developing and delivering risk training programs to employees across different departments. This position requires a deep understanding of financial markets, banking operations, and regulatory landscapes. The ability to translate complex risk concepts into actionable strategies is essential. You will lead cross-functional teams, manage multiple risk projects simultaneously, and act as a subject matter expert on risk-related matters. A Master's degree in Finance, Economics, or a related quantitative field, along with a minimum of 8 years of progressive experience in risk management within the banking or financial services sector, is mandatory. Professional certifications such as FRM or PRM are highly preferred. Excellent analytical, problem-solving, and communication skills are paramount. The successful candidate will be based at our Coventry office and will not be eligible for remote work.
Responsibilities include overseeing the design and execution of risk monitoring systems, ensuring compliance with regulatory requirements (e.g., Basel III/IV, FCA regulations), and preparing comprehensive risk reports for senior management and the Board of Directors. You will also play a key role in developing and delivering risk training programs to employees across different departments. This position requires a deep understanding of financial markets, banking operations, and regulatory landscapes. The ability to translate complex risk concepts into actionable strategies is essential. You will lead cross-functional teams, manage multiple risk projects simultaneously, and act as a subject matter expert on risk-related matters. A Master's degree in Finance, Economics, or a related quantitative field, along with a minimum of 8 years of progressive experience in risk management within the banking or financial services sector, is mandatory. Professional certifications such as FRM or PRM are highly preferred. Excellent analytical, problem-solving, and communication skills are paramount. The successful candidate will be based at our Coventry office and will not be eligible for remote work.
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0
Quantitative Analyst - Risk Management
B1 1BB Birmingham, West Midlands
£75000 Annually
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Posted 22 days ago
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Job Description
Our client is seeking a highly skilled and experienced Quantitative Analyst to join their advanced risk management division. This fully remote role offers a unique opportunity to leverage sophisticated mathematical and statistical techniques to develop and implement cutting-edge risk models. You will be instrumental in assessing, quantifying, and managing financial risks across various portfolios, contributing to the stability and strategic decision-making of the organization. This position demands a rigorous analytical mindset, exceptional programming skills, and a deep understanding of financial markets and derivatives. Working remotely, you will collaborate with a global team of experts, driving innovation in risk analytics.
Key responsibilities will include:
The ideal candidate will hold a Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science. A minimum of 5 years of experience in a quantitative analyst role, preferably within banking or financial services, is essential. Demonstrated expertise in programming for quantitative finance, statistical modeling, and data analysis is required. Strong knowledge of financial instruments, derivatives, and risk management principles is a must. Excellent problem-solving abilities, strong communication skills, and the capacity to work independently in a remote setting are critical. You should be a proactive and intellectually curious individual, eager to contribute to the advancement of quantitative risk management strategies. This role is designed for remote work, offering maximum flexibility to talented professionals.
Key responsibilities will include:
- Developing, validating, and implementing quantitative models for market risk, credit risk, and operational risk.
- Designing and building sophisticated algorithms and statistical methodologies to measure and monitor risk exposures.
- Utilizing programming languages such as Python, R, C++, or Java for model development and implementation.
- Performing stress testing and scenario analysis to assess the resilience of portfolios under adverse market conditions.
- Collaborating with traders, portfolio managers, and other stakeholders to communicate model outputs and risk implications.
- Contributing to the enhancement of risk management frameworks and systems.
- Researching and staying abreast of the latest advancements in quantitative finance, econometrics, and machine learning.
- Ensuring compliance with regulatory requirements related to risk management and capital adequacy.
- Preparing clear and concise documentation for models, methodologies, and results.
The ideal candidate will hold a Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science. A minimum of 5 years of experience in a quantitative analyst role, preferably within banking or financial services, is essential. Demonstrated expertise in programming for quantitative finance, statistical modeling, and data analysis is required. Strong knowledge of financial instruments, derivatives, and risk management principles is a must. Excellent problem-solving abilities, strong communication skills, and the capacity to work independently in a remote setting are critical. You should be a proactive and intellectually curious individual, eager to contribute to the advancement of quantitative risk management strategies. This role is designed for remote work, offering maximum flexibility to talented professionals.
This advertiser has chosen not to accept applicants from your region.
1
Senior Quantitative Analyst (Risk Management)
ST4 3AD Staffordshire, West Midlands
£70000 Annually
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Posted today
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Job Description
Our client, a leading financial institution, is seeking an accomplished Senior Quantitative Analyst with a strong focus on risk management to join their dynamic team in **Stoke-on-Trent, Staffordshire, UK**. This is a pivotal role requiring sophisticated analytical skills to develop and implement complex financial models and strategies. You will play a crucial part in assessing and mitigating market, credit, and operational risks, ensuring the firm's financial stability and regulatory compliance.
Responsibilities:
Responsibilities:
- Develop, validate, and implement sophisticated quantitative models for risk assessment (e.g., VaR, Expected Shortfall, credit scoring, CVA/DVA).
- Analyze large datasets to identify trends, patterns, and potential risks within financial markets.
- Design and build robust risk management frameworks and systems.
- Collaborate with trading desks, portfolio managers, and IT departments to integrate risk management solutions.
- Prepare detailed reports and presentations on risk exposures, model performance, and regulatory requirements for senior management and regulatory bodies.
- Monitor the performance of existing models and conduct periodic reviews and updates.
- Stay abreast of regulatory changes (e.g., Basel III/IV, FRTB) and ensure models comply with current and future requirements.
- Contribute to stress testing and scenario analysis initiatives.
- Develop and implement strategies for hedging and capital allocation based on risk assessments.
- Mentor junior analysts and provide technical guidance.
- Ensure data integrity and accuracy in all analytical processes.
- Master's degree or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or a related discipline.
- Minimum of 5 years of experience in quantitative analysis, financial modeling, or risk management within the banking or financial services sector.
- Strong proficiency in programming languages like Python, R, C++, or Java.
- Expertise in statistical modeling, time series analysis, econometrics, and machine learning techniques.
- In-depth knowledge of financial markets, instruments, and risk management principles.
- Experience with risk management software and platforms.
- Excellent understanding of regulatory frameworks relevant to financial risk.
- Strong analytical, problem-solving, and critical thinking skills.
- Ability to communicate complex quantitative concepts effectively to both technical and non-technical audiences.
- Detail-oriented with a commitment to accuracy and rigor.
- Experience with data visualization tools is a plus.
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2
Senior Quantitative Analyst - Risk Management
CV1 2AA Coventry, West Midlands
£70000 Annually
WhatJobs
Posted 2 days ago
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Job Description
Our client, a leading financial institution, is seeking a highly skilled and motivated Senior Quantitative Analyst to join their dynamic risk management team. This is a fully remote position, offering the flexibility to work from anywhere within the UK. You will be instrumental in developing, implementing, and maintaining sophisticated quantitative models used for market risk, credit risk, and operational risk assessment. Your expertise will be crucial in identifying, measuring, and mitigating financial risks across the organisation.
Responsibilities will include designing and validating complex statistical and econometric models, conducting backtesting and stress testing of model performance, and generating insightful reports for senior management and regulatory bodies. You will collaborate closely with trading desks, portfolio managers, and technology teams to ensure the models are practical, accurate, and effectively integrated into business processes. A deep understanding of financial markets, derivative pricing, and regulatory frameworks (e.g., Basel III/IV) is essential.
The ideal candidate will possess a Master's or PhD in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Economics. Proven experience in quantitative finance, particularly in risk modelling, is required. Proficiency in programming languages like Python, R, C++, or Java, along with experience using statistical software and databases, is mandatory. You should have a strong analytical mindset, excellent problem-solving skills, and the ability to communicate complex quantitative concepts clearly to both technical and non-technical audiences.
Key duties include:
This is an exciting opportunity for an ambitious quantitative professional to make a significant impact within a forward-thinking financial organisation, contributing to robust risk management practices from a remote setting.
Responsibilities will include designing and validating complex statistical and econometric models, conducting backtesting and stress testing of model performance, and generating insightful reports for senior management and regulatory bodies. You will collaborate closely with trading desks, portfolio managers, and technology teams to ensure the models are practical, accurate, and effectively integrated into business processes. A deep understanding of financial markets, derivative pricing, and regulatory frameworks (e.g., Basel III/IV) is essential.
The ideal candidate will possess a Master's or PhD in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Economics. Proven experience in quantitative finance, particularly in risk modelling, is required. Proficiency in programming languages like Python, R, C++, or Java, along with experience using statistical software and databases, is mandatory. You should have a strong analytical mindset, excellent problem-solving skills, and the ability to communicate complex quantitative concepts clearly to both technical and non-technical audiences.
Key duties include:
- Developing and maintaining quantitative models for various risk types.
- Validating existing models and proposing improvements.
- Performing data analysis and interpreting results to identify risk drivers.
- Creating comprehensive risk reports for stakeholders.
- Collaborating with cross-functional teams on risk-related projects.
- Staying abreast of industry trends and regulatory changes in risk management.
- Implementing new risk methodologies and technologies.
- Ensuring model compliance with internal policies and external regulations.
This is an exciting opportunity for an ambitious quantitative professional to make a significant impact within a forward-thinking financial organisation, contributing to robust risk management practices from a remote setting.
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3
Senior Quantitative Analyst - Risk Management
B3 2AA Birmingham, West Midlands
£75000 Annually
WhatJobs
Posted 2 days ago
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Job Description
Our client, a leading financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their dynamic risk management division. This role is integral to developing and implementing sophisticated quantitative models and methodologies to assess and manage financial risks across the organization. You will be responsible for designing, building, testing, and deploying complex models for market risk, credit risk, operational risk, and other areas. Your work will involve leveraging advanced statistical techniques, machine learning algorithms, and programming skills to derive insights and inform strategic decision-making.
Key responsibilities include performing rigorous back-testing and validation of models, ensuring their accuracy and robustness. You will collaborate closely with trading desks, portfolio managers, and business lines to understand their risk exposures and provide quantitative solutions. The role also involves communicating complex quantitative concepts and model outputs effectively to both technical and non-technical audiences, including senior management and regulatory bodies. Staying abreast of the latest developments in quantitative finance, risk management, and regulatory requirements is essential. The ideal candidate will possess a strong academic background in a quantitative field such as mathematics, statistics, physics, or financial engineering, coupled with extensive practical experience in a similar role within the financial services industry. Proficiency in programming languages like Python, R, or C++ is a must. This hybrid role, based in **Birmingham, West Midlands, UK**, offers the chance to work on challenging financial problems in a collaborative environment, with a balance of on-site engagement and remote flexibility.
Key responsibilities include performing rigorous back-testing and validation of models, ensuring their accuracy and robustness. You will collaborate closely with trading desks, portfolio managers, and business lines to understand their risk exposures and provide quantitative solutions. The role also involves communicating complex quantitative concepts and model outputs effectively to both technical and non-technical audiences, including senior management and regulatory bodies. Staying abreast of the latest developments in quantitative finance, risk management, and regulatory requirements is essential. The ideal candidate will possess a strong academic background in a quantitative field such as mathematics, statistics, physics, or financial engineering, coupled with extensive practical experience in a similar role within the financial services industry. Proficiency in programming languages like Python, R, or C++ is a must. This hybrid role, based in **Birmingham, West Midlands, UK**, offers the chance to work on challenging financial problems in a collaborative environment, with a balance of on-site engagement and remote flexibility.
This advertiser has chosen not to accept applicants from your region.
4
Senior Quantitative Analyst - Risk Management
B1 1AA Birmingham, West Midlands
£100000 Annually
WhatJobs
Posted 6 days ago
Job Viewed
Job Description
Our client, a leading financial institution based in Birmingham, West Midlands, UK , is seeking a highly skilled Senior Quantitative Analyst to join their dynamic Risk Management division. This role offers a hybrid working model, allowing for flexibility and collaboration.
As a Senior Quantitative Analyst, you will be responsible for developing, implementing, and validating sophisticated quantitative models used for risk assessment, pricing, and capital management. You will play a critical role in identifying, measuring, and monitoring various financial risks, including market risk, credit risk, and operational risk. Your expertise in statistical modeling, programming, and financial markets will be essential in supporting the firm's strategic decision-making and ensuring regulatory compliance.
Key Responsibilities:
As a Senior Quantitative Analyst, you will be responsible for developing, implementing, and validating sophisticated quantitative models used for risk assessment, pricing, and capital management. You will play a critical role in identifying, measuring, and monitoring various financial risks, including market risk, credit risk, and operational risk. Your expertise in statistical modeling, programming, and financial markets will be essential in supporting the firm's strategic decision-making and ensuring regulatory compliance.
Key Responsibilities:
- Develop, test, and implement quantitative models for risk management, pricing, and valuation of financial instruments.
- Conduct rigorous statistical analysis and back-testing of models to ensure accuracy and robustness.
- Identify and analyze emerging risks within the financial markets and propose mitigation strategies.
- Collaborate with trading desks, portfolio managers, and other business units to understand their needs and provide quantitative support.
- Ensure compliance with regulatory requirements (e.g., Basel Accords, Solvency II) related to risk modeling.
- Develop and maintain documentation for all models, including theoretical underpinnings, assumptions, and limitations.
- Present complex quantitative findings to senior management and non-technical stakeholders in a clear and concise manner.
- Stay abreast of the latest advancements in quantitative finance, financial modeling, and relevant technologies.
- Contribute to the development of risk reporting frameworks and methodologies.
- Mentor junior quantitative analysts and contribute to team development.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
- Minimum of 7 years of experience in quantitative analysis, risk management, or financial modeling within the financial services industry.
- Strong proficiency in programming languages commonly used in quant finance, such as Python, R, C++, or MATLAB.
- Deep understanding of financial markets, derivatives, and various asset classes.
- Expertise in statistical modeling techniques, econometrics, and stochastic calculus.
- Proven experience with risk management frameworks and regulatory requirements.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and interpersonal skills, with the ability to explain complex concepts effectively.
- Experience with data visualization tools is a plus.
- Ability to work effectively in a hybrid environment, balancing independent work with team collaboration.
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5
Senior Financial Analyst (Risk Management)
ST1 1AB Staffordshire, West Midlands
£60000 Annually
WhatJobs
Posted 11 days ago
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Job Description
Our client, a leading financial institution, is looking for a highly analytical Senior Financial Analyst to focus on risk management. This hybrid role requires a blend of remote work flexibility and in-office collaboration. You will be responsible for analyzing complex financial data, identifying potential risks, and developing strategies to mitigate them. Your expertise will be crucial in assessing market, credit, and operational risks, ensuring the company's financial stability and compliance with regulatory requirements. Key responsibilities include building financial models, preparing detailed risk reports, and presenting findings to senior management. You will also collaborate with various departments to implement risk management policies and procedures. The ideal candidate will possess strong quantitative skills, a deep understanding of financial markets, and proficiency in financial modeling software. Experience with regulatory frameworks such as Basel III or Solvency II is highly desirable. This position offers the opportunity to work in a dynamic environment, contributing to critical decision-making processes. You will be part of a team that is at the forefront of safeguarding the company's financial health. Located in Stoke-on-Trent, Staffordshire, UK , this role offers a structured hybrid working model, providing both independence and team engagement.
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6
Senior Quantitative Analyst - Risk Management
WV1 1TT Wolverhampton, West Midlands
£70000 Annually
WhatJobs
Posted 13 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking an experienced Senior Quantitative Analyst to join their remote-first Risk Management division. This is a critical role requiring sophisticated analytical skills to develop and implement advanced risk models and strategies. You will work from anywhere in the UK, leveraging sophisticated financial modeling techniques to assess, quantify, and mitigate various financial risks, including market risk, credit risk, and operational risk. The ideal candidate will possess a deep understanding of financial markets, complex statistical methods, and programming languages used in quantitative finance. You will be instrumental in enhancing the firm's risk assessment capabilities, ensuring regulatory compliance, and supporting strategic decision-making through robust data analysis.
Responsibilities:
Qualifications:
Responsibilities:
- Develop, test, and implement quantitative models for risk assessment (e.g., VaR, ES, CVA, PFE).
- Perform in-depth analysis of financial market data to identify trends and potential risks.
- Collaborate with trading desks, portfolio managers, and other business units to understand risk exposures and requirements.
- Contribute to the validation and back-testing of existing risk models.
- Prepare detailed reports and presentations for senior management and regulatory bodies.
- Stay updated with the latest industry trends, regulatory changes, and quantitative methodologies.
- Automate risk reporting processes and improve data quality controls.
- Mentor junior analysts and contribute to the team's knowledge sharing and development.
- Ensure models comply with relevant regulatory frameworks (e.g., Basel III/IV).
Qualifications:
- Master's or PhD in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Economics.
- Minimum of 5 years of experience in a quantitative role within the banking or financial services industry.
- Strong expertise in financial modeling, risk management principles, and statistical techniques.
- Proficiency in programming languages like Python (with libraries such as Pandas, NumPy, SciPy), R, or C++.
- Experience with SQL and databases is essential.
- Familiarity with financial markets, derivatives, and trading instruments.
- Excellent analytical, problem-solving, and communication skills.
- Ability to work independently and effectively manage projects in a remote environment.
- Experience with machine learning techniques applied to finance is a plus.
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7
Senior Quantitative Analyst (Risk Management)
CV1 2GN Coventry, West Midlands
£85000 Annually
WhatJobs
Posted 14 days ago
Job Viewed
Job Description
Our client, a distinguished financial institution, is seeking a highly skilled Senior Quantitative Analyst to bolster their risk management division. This is a vital on-site role based in our central Coventry, West Midlands, hub, where you will develop and implement sophisticated quantitative models for risk assessment, pricing, and regulatory compliance. You will play a critical part in safeguarding the institution's financial health through rigorous analysis and strategic insight. This position requires a deep understanding of financial markets, advanced statistical techniques, and a meticulous approach to data analysis.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and implement complex quantitative models for market risk, credit risk, and operational risk.
- Design and build pricing models for various financial instruments, including derivatives and structured products.
- Perform back-testing and stress-testing of models to ensure their accuracy and robustness.
- Conduct in-depth data analysis and statistical research to identify patterns and trends in financial markets.
- Contribute to the development and enhancement of risk management systems and frameworks.
- Ensure compliance with regulatory requirements (e.g., Basel III/IV, FRTB) through robust model governance and documentation.
- Collaborate closely with trading desks, portfolio managers, and other business units to understand their risk exposures and requirements.
- Prepare detailed reports and presentations for senior management and regulatory bodies on model performance and risk implications.
- Stay abreast of the latest developments in quantitative finance, econometrics, and financial engineering.
- Mentor and guide junior quantitative analysts, fostering a culture of technical excellence.
- Automate model implementation processes and data analysis workflows using programming languages.
- Identify opportunities for process improvements and the adoption of new quantitative techniques.
- Engage in model risk management discussions and contribute to model validation processes.
- Ensure the integrity and quality of data used for modeling and analysis.
- Support the development and implementation of risk mitigation strategies.
- Master's or PhD degree in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Economics.
- Minimum of 5 years of progressive experience in quantitative analysis within the financial services industry, with a focus on risk management.
- Proven expertise in developing and validating sophisticated financial models (e.g., VaR, CVA, XVA, pricing models).
- Strong programming skills in languages such as Python (with libraries like NumPy, Pandas, SciPy), R, or C++.
- In-depth knowledge of financial markets, instruments, and derivatives.
- Solid understanding of statistical methodologies, machine learning techniques, and econometrics.
- Experience with regulatory frameworks in banking and finance is essential.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts clearly.
- Ability to work effectively both independently and as part of a collaborative team.
- Experience with financial databases and data manipulation tools.
- Meticulous attention to detail and a commitment to accuracy.
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8
Senior Quantitative Analyst - Risk Management
ST4 7AA Staffordshire, West Midlands
£70000 Annually
WhatJobs
Posted 16 days ago
Job Viewed
Job Description
Our client, a prestigious international bank, is seeking a highly analytical and detail-oriented Senior Quantitative Analyst to join their expanding risk management division in **Stoke-on-Trent, Staffordshire, UK**. This role is crucial for developing and implementing sophisticated risk models and analytics that underpin the bank's strategic decision-making and regulatory compliance.
As a Senior Quantitative Analyst, you will be at the forefront of financial risk modelling. Your responsibilities will include the design, development, validation, and implementation of complex quantitative models for credit risk, market risk, and operational risk. You will leverage advanced statistical techniques, programming skills, and a deep understanding of financial markets to identify, measure, and mitigate potential risks.
Key Responsibilities:
Required Qualifications:
This role offers a challenging and rewarding career path within a leading financial institution, with opportunities for professional growth and development. If you possess a strong quantitative aptitude and a passion for financial risk, we invite you to apply.
As a Senior Quantitative Analyst, you will be at the forefront of financial risk modelling. Your responsibilities will include the design, development, validation, and implementation of complex quantitative models for credit risk, market risk, and operational risk. You will leverage advanced statistical techniques, programming skills, and a deep understanding of financial markets to identify, measure, and mitigate potential risks.
Key Responsibilities:
- Develop, test, and implement quantitative models for credit risk, market risk, operational risk, and regulatory capital calculation.
- Perform rigorous back-testing and sensitivity analysis on existing models.
- Conduct research into new modelling techniques and data sources to enhance risk assessment capabilities.
- Collaborate with front-office, IT, and compliance teams to ensure models are effectively implemented and used.
- Prepare detailed documentation for model methodologies, assumptions, and limitations.
- Present complex quantitative findings to senior management and regulatory bodies in a clear and concise manner.
- Contribute to the enhancement of risk reporting frameworks and methodologies.
- Stay updated with industry best practices and regulatory changes impacting quantitative risk management.
- Mentor junior analysts and contribute to knowledge sharing within the team.
- Ensure adherence to the bank's risk appetite framework and internal policies.
Required Qualifications:
- A Master's degree or PhD in a quantitative field such as Finance, Economics, Mathematics, Statistics, Physics, or Computer Science.
- A minimum of 5 years of experience in a quantitative finance role, with a strong focus on risk management.
- Proficiency in programming languages such as Python, R, C++, or Java.
- Solid understanding of financial instruments, markets, and risk management principles.
- Experience with statistical modelling, machine learning, and data analytics techniques.
- Familiarity with regulatory requirements (e.g., Basel III/IV) is highly advantageous.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex concepts to diverse audiences.
- Ability to work effectively in a team environment and manage multiple priorities.
- Experience with data visualisation tools is a plus.
This role offers a challenging and rewarding career path within a leading financial institution, with opportunities for professional growth and development. If you possess a strong quantitative aptitude and a passion for financial risk, we invite you to apply.
This advertiser has chosen not to accept applicants from your region.
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