This international bank is looking for an experienced Quant Analyst to join their Risk team.
You will be responsible for assisting the Quant Risk Manager to ensure the bank has a robust quantitative risk governance, policies, procedures and processes in place across the bank. This will include but not limited to measurement, monitoring and reporting on Market, Credit and Liquidity risk.
You will have a strong practical knowledge of Capital / Liquidity management being able to ensure all reporting across ILAAP & ICAAP is correct. Programming skills are advantageous (VBA, SQL, MATLAB, R or Python) coupled with experience of multi-factor risk models (Axioma, APT or Barra). You must have knowledge of MM, FX, Rates and Credit Derivatives along with Fixed Income instruments.