Research Analyst

Posted 3 years ago

We Offer

The successful candidate will have the opportunity to:

  • Play a central role in the development of a ‘best in class’ Economic Capital model
  • Understand how the Economic Capital model is used in a leading financial institution
  • Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
  • Research alternative methodologies, and compare them; justify and test the chosen option
  • Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes
  • Collaborate with IT analysts and developers to implement changes to the model
  • Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications

You Offer

  • At least 2-3 years experience in quantitative market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required
  • The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering.
  • A higher degree in one of those areas or in finance or a professional qualification e.g. CFA, FRM, PRIMA would be an advantage
  • General knowledge of risk issues, Securitized Products and investment products, together with some programming skills would be also desirable
  • Experience in methodology documentation is highly valued
  • Ability to work well in a team and building relationships
  • Ability to produce high quality, accurate work, under pressure and to tight deadlines
  • Willingness to question and challenge the status quo and ability to provide alternative approaches

Job Features

Job CategoryCurrent Openings
Job TypeResearch

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