Interim Quantitative Analyst - £630pd (Inside)

A fantastic opportunity for an Interim Quantitative Analyst has arisen, within a dynamic, FTSE 100 Financial Services company, currently undergoing significant change and transformation. This role is key to the client's IBOR Programme with numerous deliveries planned imminently.

Offering up to £630 per day (inside IR35, through Umbrella), this is a 6-month initial contract with significant scope to extend, and flexible working from home / in their offices in London.

The Role:

You will deliver on Counterparty Credit Risk related requirements for my client's IBOR programme, identifying and quantifying any deficiencies and risks in the Counterparty Credit Risk models, and mitigating these by optimising methodologies and tools. You will liaise with key Senior stakeholders across the business throughout the process.

• Review and optimise or rebuild existing models and methodologies.
• Drive continuous improvement to systems and data.
• Lead and manage projects to ensure alignment of methodologies and policies at a Group-wide level.
• Maintain an in-depth awareness of business and regulatory requirements.
• Clearly demonstrate model details to both technical and non-technical stakeholders across levels.
• Define and develop risk measures, policies and strategy.
• Enable automation within IBOR Impact reviews to drive efficiency.
  
  

Requirements:

• Strong, demonstrable experience within a Counterparty Credit Risk or X-Value Adjustment, Quantitative Analytics Team.
• Previous experience within a global, Financial Services environment.
• Excellent Python Coder, able to build and automate processes to carry out reviews on IBOR impact runs.
• Proven ability to work entirely autonomously, to run all necessary checks to deliver within defined timelines.
• A Mathematically-solid Quantitative Analyst, with a good knowledge of interest rates.
• A firm knowledge of concepts of Counterparty Credit Risk Exposure.
• Confidence engaging with C-suite level Stakeholders.
  
  

This is an urgent requirement - if interested, please apply ASAP and any questions please email claire.shipman@1st-executive.com / call 01483213310.