An exciting opportunity to become a part of a leading retail bank as a Quantitative Risk Analyst. This role will be a part of the Quantitative Risk Group (QRG) with a focus on market risk and valuation-related methodologies.

The Difference You’ll Make:

As a Quantitative Risk Analyst, you will:

• Collaborate closely with Market Risk, Credit Risk, Product Control, and Front Office teams to provide quantitative support and practical solutions.

• Assist in the development of Value at Risk (VaR), valuation adjustments, and the modelling of market risk factors.

• Participate in the continuous development of various models, ensuring their robustness and relevance.

• Apply your theoretical understanding of derivatives across asset classes, including Fixed Income, Inflation, FX, and Equity.

• Translate complex technical details into actionable insights for senior management.

What You’ll Bring:

To excel in this role, you will need:

• Advanced Python programming skills, with experience in financial modelling.

• A Master’s or PhD in a quantitative discipline such as mathematics, statistics, engineering, or computer science.

• A strong technical background with experience in the financial services industry.

• In-depth knowledge of risk management methodologies (e.g., VaR, Risk Capital, Stress Testing) and financial derivatives.

• Excellent verbal and written communication skills, with the ability to convey complex ideas to non-technical stakeholders.

• Proficiency in additional programming tools like R, QRM, or Excel VBA is a plus.

If you would like to apply for this risk role or want more information, please send your CV to lkamotho@merje.com

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