Quantitative Finance Analyst

Overview

In this role you will join the Enterprise Model Risk Management Market Risk team in London to validate and challenge market risk models used by Global Markets. You will collaborate with model developers and validators on full-scope and change validations, contributing to annual reviews and regulatory responses. The role supports risk assessment, validation findings, and issue escalation to governance bodies. You will work in a structured, detail-oriented environment that emphasizes learning, teamwork, and clear communication. This is an opportunity to contribute to robust risk controls within a leading global bank.

Pay / Benefits

• private healthcare for you and family
• annual health screen
• pension plan
• life assurance
• group income protection
• maternity/paternity leave and family leave arrangements

Responsibilities

• Perform full-scope and limited-change model validations with model developers
• Review ongoing monitoring reports and action item submissions
• Conduct annual model reviews
• Contribute to regulatory examinations, audits, and governance through analyses and documentation

Key requirements

• Advanced degree in a technical field (e.g., mathematics, physics, statistics, financial mathematics, quantitative finance, computer science or engineering)
• Strong programming skills in Python
• Strong written and oral communication
• Attention to detail, eagerness to learn, strong work ethic, team player
• Some knowledge/experience of market risk, financial instruments and their risk profiles, and pricing methodologies (preferred)

• communication
• attention to detail
• team player
• Python
• market risk knowledge (preferred)
• pricing methodologies (preferred)

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