JOB DESCRIPTION:

Job Title: Senior Quantitative Financial Analyst
Location: London
Corporate title: Director

ROLE OVERVIEW:

This role is responsible for conducting quantitative analytics and complex modelling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans.

RESPONSIBILITIES:

• Work in a team and collaborate with model developers and other validators to perform full scope and limited change validations.
• Review the developer’s ongoing monitoring reports and their submissions to required action items.
• Perform annual model reviews.
• Participate a in EMEA regulatory projects like ICAAP and coordinate/drive activities on behalf of MRM
• Act as the regional MRO delegate in MLI