Quantitative Risk Manager

Quantitative Risk Manager

Location: South East London (SE1) , South East London View map Salary: Competitive Date posted: 08/04/2012 16:04 Job type:Permanent Company: Ernst & Young Contact: Ernst & Young LLP Ref: Totaljobs/LON0024D/LA Job ID: 53210543

At Ernst & Young we are currently looking for Quantitative Risk Managers to join our Financial Services Quantitative Advisory Team. The team can help you expand your market knowledge and build a valuable cross-disciplinary network. We offer a wide variety of challenges, working with different clients in different situations. If you're ready to develop new skills and discover insights that will make a difference to our clients and your career in Quantitative Risk, these opportunities could be the key to your progress.
< br />Your responsibilities as a Quantitative Risk Manager will include:
- Working with clients to understand market, credit and operational risks and capturing these in modelling frameworks
- Understanding and challenging client's quantitative and risk modelling approaches
- Proposing, designing and building key client risk models, and integrate these into their business strategy and operation
- Building and strengthening strong relationships with quantitative and risk contacts across the market
- Taking on leadership responsibilities, coaching team members, sharing knowledge and helping them to develop.

Qualifications/skills you'll need as a Quantitative Risk Manager:
- Strong academic background including a Bachelor's degree in Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred
- Familiarity with statistical and numerical techniques and the principles of the theory of probability and stochastic ca lculus
- Ability to execute C++/Visual Basic/Excel routines and analytical programming requirements
- Experience in market risk modelling, risk or pricing model validation, derivative valuation
- A desire to develop and integrate quantitative skills within a required scope of designing and implementing business services
- Experience of working in a financial product engineering/research and development environment designing and developing quantitative methods and services for capital market products
- Knowledge of capital markets products, methodologies and financial analytics including an understanding of the key concepts of derivative instrument pricing and risk measurement
- Strong written and verbal communication skills.

At Ernst & Young our inclusive work environment means that everyone's opinion is valued. This enables us to provide better advice and ideas to our clients, which in turn helps you develop as an individual to achi eve your potential and make a difference.