New York and London

Quantitative Risk Analyst


Key Responsibilities: 

  • Report to the COO of Risk to enhance and develop the Firm’s global risk management platform
  • Build Risk analytics for businesses by incorporating in house and third party risk systems
  • Assist in the co-ordination of new instruments, investigating the validity of models, validating output and results,and ensuring stability of risk systems for new instruments
  • Collaborate with Risk managers in the Integration all instrument types into VaR and stress testing framework
  • Assist in the integration and implementation of in house and third party risk systems and models across all asset classes for Risk
  • Work with risk managers and technology to enhance quantitative risk models and scenario tests
  • Assist with the maintenance of risk systems, investigating models, obtaining and validating historical data, and building stress test and scenario reporting
  • Ad-hoc risk analysis, such as back testing scenario analysis and stress tests across all Capstone
  • Produce reporting for risk managers, portfolio managers and clients
  • Additional duties as assigned

Desirable Candidates:

  • An advanced degree in a quantitative field (Math, Science, Engineering or Finance)
  • 5 to 8 years of experience in risk management or finance
  • Attention to detail and strong programming, technical, and analytical skills
  • Experience in writing Python code
  • Solid understanding of Relational Databases, with strong T-SQL skills using SQL Server
  • Excel/VBA experience would be useful


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