Risk Quants Associate

About the role

This is a great opportunity for someone with experience in a quantitative role to join our Risk function You’ll be working closely with quantitative analysts across asset classes to identify and assess diffusion models and pricer approximations This role will provide you with a platform to keep building your knowledge and expertise, and offers you great exposure for you and your work

What you'll do

• As a Risk Quants Associate, you’ll be supporting a team of quantitative analysts and technical specialists, providing quantitative and technical mentoring
• This key role will also see you providing model, pricing and functional specifications of the models for the various asset classes
• Providing a phased delivery of the simulation models and pricer prototypes
• Producing model documentation to be delivered to the PRA for internal review
• Advising senior management on and actively managing a project’s non-delivery risk

What you need

• Valuation
• Prototyping
• Any graduate