Analyst, Quantitative Market Risk

Analyst
- Quantitative Risk London This is a quantitative role sitting within Risk Management, focused on the design, implementation and validation of traded-risk models that support market risk, counter party exposure and capital across multiple asset classes. Analyst
- Quantitative Risk London We are working with a global bank to hire an Analyst into its Risk & Analytics Modelling team in London. This is a quantitative role sitting within Risk Management, focused on the design, implementation and validation of traded-risk models that support market risk, counter party exposure and capital across multiple asset classes. The role You will join a small, technical team responsible for:
Developing, enhancing and maintaining risk and exposure models used for trading-book portfolios (e.g. VaR, sensitivities, stress testing, counter party exposure metrics). Supporting model validation through independent testing, benchmarking and performance analysis. Working with large market-data and trade-data sets to build and maintain time series and risk-factor representations (rates, FX, credit, equities, commodities). Producing clear analysis and documentation of model behaviour, assumptions, limitations and monitoring results for risk committees and senior stakeholders.

Collaborating with Market Risk, Front Office, Model Risk and IT to implement model changes and ensure accurate, timely risk measurement. The role offers a broad view across products and desks, with day-to-day work that is genuinely modelling- and analytics-focused rather than pure reporting. What we're looking for Strong quantitative academic background, typically in a numerate discipline such as Mathematics, Statistics, Physics, Engineering, Economics/Finance with significant quantitative content.

Practical experience (internship or full-time) in one or more of: market risk, model validation, quantitative risk, pricing models, or traded-products analytics. Good working knowledge of financial markets and products, especially derivatives (options, swaps, forwards) and core risk concepts (VaR, greeks, stress testing). Programming ability in Python (or similar language), comfortable with data-handling and statistical libraries, and willing to develop this further.

If interested, please apply or send a copy of your CV to Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates