Join us as a Financial Risk & Analytics Analyst

This is an opportunity for a driven leader to take on an exciting new career challenge

You’ll be able to build and maintain a wide network of stakeholders of varying degrees of seniority

It’s a chance to have a tangible effect on our function, put your existing skills to the test and advance your career

This position is for an eight month period

What you'll do

You'll develop, support and maintain a variety of models, and provide interpretation and guidance on regulatory requirements relating to risk models and broader interpretation support to the franchises and functions on overall risk requirements and regulatory reporting.

You’ll also be:

Building analytics and models and integrate them into the analytics platform with cloud services

Maintaining and enhancing existing Stress Testing models and infrastructures, particular contributing to the development of the Reverse Stress testing model suite

Working with the Stress Testing Managers to develop and improve the Stress Testing Infrastructure and analytic processes in terms of Stress Testing

Conducting testing, back testing and results analysis of the models developed

Writing model documentations and make presentations to model stakeholders

The skills you'll need

We’re looking for someone with extensive experience in machine learning modelling with strong financial knowledge and experience of working in a modelling function.

You'll need experience working in modelling or some related quantitative function and you should holds a Master or PhD with a numerate component such as Maths, Physics, Computer Science, Quantitative Finance, with a proven track record in data driven analysis and statistical or mathematical modelling.

You’ll also need:

Professional model development experience in python or any other OOP language with infrastructure development, knowledge of cloud computing being beneficial

Experience with optimisation techniques and how they are utilised in financial industry applications

Proven ability to develop models end-to-end using innovative techniques, perform analysis, document and present results

Experience in developing machine learning models such as Random Forest, SVM, K-means, linear, non-linear and logistic regressions

Working knowledge of Fixed Income derivative products, including but not limited to interest rate swaps, FX swaps, basis swaps and other credit products