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Associate Risk Officer (Quantitative Analyst) Job Details

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Employer:  European Bank for Reconstruction and Development
Job Ref No:  345537801
Job Title:  Associate Risk Officer (Quantitative Analyst)
Sector:  Asset Management
Risk Type:  Regulatory/Compliance
Expertise:  Regulatory/Compliance
Requisition ID 7701 Office Country United Kingdom Office City London Division Risk and Compliance Group Dept. / Bus. Group Risk Management Business Unit Quantitative Risk Analytics Contract Type Regular Contract Length Posting End Date 18/07/2017


The Associate Quantitative Analyst will have a good knowledge of at least one of the following areas: market risk, liquidity risk and/or credit risk. He or she has a good understanding of risk measurement methodologies and has the ability to interpret and assess the reliability of the results and the underlying models and factors. Under the supervision of the senior members of the team, the job holder undertakes tasks focused on risk methodologies, models, controls and processes.





Quantitative Risk Analytics (QRA) is a function within Risk Policy & Analytics unit of the Risk Management department. The quantitative function is responsible for:


  • Market and Liquidity Risk: identification, measurement, monitoring and mitigation of market & liquidity risks in the Treasury and Banking operations.
  • Credit Risk: identification, measurement, analysis and mitigation of the credit risks taken by the Treasury and Banking, including exotic products; also engaging with them to provide advisory in the pre-trading structuring, collateral mitigants and portfolio what-if analysis.
  • Economic Capital: quantification of overall and marginal Economic Capital consumption to facilitate capital allocation and management.



Accountabilities & Responsibilities



Associate, Quantitative Risk Analytics (QRA) will participate in the following work streams:


  • development of the risk systems (initially either market risk or credit risk depending on experience)
  • setting up a new liquidity risk framework
  • user acceptance testing (UAT) of bug fixes and improvements in the risk systems
  • other projects with the aim of improving the existing modelling or to deliver bespoke analysis.



Knowledge, Skills, Experience & Qualifications


  • Master's degree in quantitative finance, maths or the sciences.
  • Minimum three years financial industry experience from an investment or commercial bank, private equity, asset management firm or financial consulting firm operating to international standards.
  • Strong quantitative skills in financial modelling, including stochastic calculus, numerical methods and application of the options pricing theory.
  • Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, PFE, XVA).
  • Practical experience with the implementation of risk measurement methodologies.
  • Good understanding of all major capital markets instruments across asset classes.
  • Proficiency in Python or C++11 is a plus.
  • Knowledge of QuiC, Active Pivot, Summit and/or Numerix desirable.





Competencies & Personal Attributes:


  • 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.





Diversity is one of the Bank's core values which are at the heart of everything it does. A diverse workforce with the right knowledge and skills enables connection with our clients, brings pioneering ideas, energy and innovation. The EBRD staff is characterised by its rich diversity of nationalities, cultures and opinions and we aim to sustain and build on this strength. As such, the EBRD seeks to ensure that everyone is treated with respect and given equal opportunities and works in an inclusive environment. The EBRD encourages all qualified candidates who are nationals of the EBRD member countries to apply regardless of their racial, ethnic, religious and cultural background, gender, sexual orientation or disabilities.

Job Segment: Risk Management, Quantitative Analyst, Bank, Banking, Equity, Finance, Data

Region/Country:  Europe, UK
City:  London
Address: 
07/05/2017

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