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Quantitative Risk - Enterprise Risk
Hays are currently recruiting for a Quantitative Risk expert to join a leading Financial services company in London. You will join a new team who develop, maintain, and enhance credit, market, and counterparty risk analytics to consistently measure risk, optimize capital, dimension risk appetite, and allocate these metrics to businesses Design methodologies for the quantification of market risk-based losses under wind-down scenarios within the context of market-wide stress scenarios Develop and document prototype models in Python and/or SQL. Produce detailed business requirements documents and support the development of functional and technical requirements documents for technology implementation of models Conduc


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