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Job Description:
Job Title: Quantitative Finance Analyst
Corporate Title:Up to VP
Join our bustling Bromley office, situated in one of London’s greenest boroughs. Here you’ll find plentiful and easy commuting routes, with central London just 15 minutes away by train.
Responsibilities:
Required to pro-actively seek out effective statistical estimation techniques required to model Physical Climate Risk
Pro-actively work with stakeholders across Physical Climate Risk to collect requirements and then develop and build modelling solutions to meet them
Implement models using well written and well governed python code
Produce clear and coherent technical documentation for internal and regulatory purposes
Promote the adoption of, and personally meet, GRA best practices for model development, implementation and monitoring
Critical to the role is to be able to think outside the box of current industry standards to develop innovative approaches to modelling problems
What we are looking for:
Highly numerical degree (Masters required; PhD level desirable) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics or Engineering
Demonstrable work experience in developing, documenting & maintaining risk and/or capital models and handling large datasets
Technical skills: Statistics, Probability Theory, Econometrics, Financial Mathematics
Strong programming skills; SQL, Python, VBA, Latex
Strong technical writing and clear verbal communication skills
Experience of, and ability to work under pressure and deliver to tight deadlines
Ability to work independently, multitask and properly prioritize work
Curiosity and willingness to develop and work on new ways of modelling
Skills that will help:
Experiences in the areas of Climate Risk, Climate Risk modellnig, credit risk modelling, loss forecasting etc. preferred
Knowledge of regulatory guidelines including CCAR, DFAST, CECL, ICAAP.
Strong stakeholder engagement skills with an ability to work with colleagues in other functions (business, risk and model validation)
Organized, practical and execution focused with some project management experience
Self-motivated and intellectually curious about both the role, supporting technologies and the wider bank
Experience with LaTeX
• Private healthcare for you and your family plus an annual health screen to help you manage your physical wellness with the option to purchase a screen for your partner
• Competitive pension plan, life assurance and group income protection cover if you become unable to work as a result of a disability or health reasons
• 20 days of back-up childcare including access to school holiday clubs and 20 days of back-up adult care per annum
• The ability to change your core benefits as well as the option of selecting a variety of flexible benefits to suit your personal circumstances including access to a wellbeing account, travel insurance, critical illness etc.
• Access to an emotional wellbeing helpline, mental health first aiders and virtual GP services.
• Access to an Employee Assistance Program for confidential support and help for everyday matters
• Ability to donate to charities of your choice directly through payroll and the bank will match your contribution
• Opportunity to access our Arts & Culture corporate membership program and receive discounted entry to some of the UK’s most iconic cultural institutions and exhibitions.
• Opportunity to give back to your community, develop new skills and work with new groups of people by volunteering in your local community.
We strive to ensure that our recruitment processes are accessible for all candidates and encourage any candidates to tell us about any adjustment requirements.
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