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Our people work differently depending on their jobs and needs. From hybrid working to flexible hours, we have plenty of options that help our people to thrive.

This role is based in the United Kingdom and as such all normal working days must be carried out in the United Kingdom.

Join us as a Financial Risk & Analytics Analyst

• This is an opportunity for a driven leader to take on an exciting new career challenge
• You’ll be able to build and maintain a wide network of stakeholders of varying degrees of seniority
• It’s a chance to have a tangible effect on our function, put your existing skills to the test and advance your career
• This role is available for a period of 12 months

What you'll do

You'll develop, support, and maintain a variety of models. You'll provide interpretation and guidance on regulatory requirements relating to risk models and broader interpretation support to the franchises and functions on overall risk requirements and regulatory reporting.

You’ll also be responsible for:

• Building analytics and models and integrating them into the analytics platform with cloud services
• Maintaining and enhancing existing stress testing models and infrastructures, and contributing to the development of the reverse stress testing model suite
• Working with the stress testing managers to develop and improve the stress testing infrastructure and analytic processes in terms of stress testing,
  conducting testing, back testing, and results analysis of the models developed
• Writing model documentations and making presentations to model stakeholders across management and model risk

The skills you'll need

You'll need experience working in modelling or some related quantitative function and you'll hold a master or PhD in a numerate component with a proven track record in data driven analysis and statistical or mathematical modelling. Knowledge of cloud computing would be beneficial.

You’ll also need:

• Significant experience with the infrastructure development of Python or another OOP language
• Experience with optimisation techniques and how they are utilised in financial industry applications
• The ability to develop models end-to-end using innovative techniques as well as perform and document analysis and present results
• Experience in developing machine learning models such as Random Forest, SVM, K-Means, and linear, nonlinear, and logistic regressions
• Working knowledge of fixed income derivative products, including but not limited to interest rate swaps, FX swaps, abasis swaps, and other credit products

If you need any adjustments to support your application, such as information in alternative formats or special requirements to access our buildings, or if you’re eligible under the Disability Confident Scheme please contact us and we’ll do everything we can to help.