Purpose of Job:

Analyst, Quantitative Risk Analytics (QRA) is a quantitative specialist responsible for the application of mathematical, statistical and quantitative finance techniques to the measurement, analysis and monitoring of financial risks. The role requires a strong understanding of pricing models, financial markets, transactions, market data, exposure aggregation methodologies, quantitative risk measures and risk systems, together with the ability to interpret, challenge and assess the reliability of underlying models, assumptions and results.

Under the supervision of the Associate Director, the jobholder undertakes tasks, focused on market risk and/or credit risk methodologies, models, controls and processes.

In addition, the Analyst also contributes to the provision of management information and risk analysis of Banking & Treasury portfolios. The Analyst is accountable for reporting any outstanding data anomalies/process to ensure continuous d...