NatWest
Financial Risk & Analytics Analyst (8 months)
Job Location
Farringdon, United Kingdom
Job Description
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 position is for an eight month period
What you'll do
You'll develop, support and maintain a variety of models, and 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:
Building analytics and models and integrate them into the analytics platform with cloud services
Maintaining and enhancing existing Stress Testing models and infrastructures, particular 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 make presentations to model stakeholders
The skills you'll need
We’re looking for someone with extensive experience in machine learning modelling with strong financial knowledge and experience of working in a modelling function.
You'll need experience working in modelling or some related quantitative function and you should holds a Master or PhD with a numerate component such as Maths, Physics, Computer Science, Quantitative Finance, with a proven track record in data driven analysis and statistical or mathematical modelling.
You’ll also need:
Professional model development experience in python or any other OOP language with infrastructure development, knowledge of cloud computing being beneficial
Experience with optimisation techniques and how they are utilised in financial industry applications
Proven ability to develop models end-to-end using innovative techniques, perform analysis, document and present results
Experience in developing machine learning models such as Random Forest, SVM, K-means, linear, non-linear and logistic regressions
Working knowledge of Fixed Income derivative products, including but not limited to interest rate swaps, FX swaps, basis swaps and other credit products
Location: Farringdon, GB
Posted Date: 10/4/2024
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 position is for an eight month period
What you'll do
You'll develop, support and maintain a variety of models, and 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:
Building analytics and models and integrate them into the analytics platform with cloud services
Maintaining and enhancing existing Stress Testing models and infrastructures, particular 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 make presentations to model stakeholders
The skills you'll need
We’re looking for someone with extensive experience in machine learning modelling with strong financial knowledge and experience of working in a modelling function.
You'll need experience working in modelling or some related quantitative function and you should holds a Master or PhD with a numerate component such as Maths, Physics, Computer Science, Quantitative Finance, with a proven track record in data driven analysis and statistical or mathematical modelling.
You’ll also need:
Professional model development experience in python or any other OOP language with infrastructure development, knowledge of cloud computing being beneficial
Experience with optimisation techniques and how they are utilised in financial industry applications
Proven ability to develop models end-to-end using innovative techniques, perform analysis, document and present results
Experience in developing machine learning models such as Random Forest, SVM, K-means, linear, non-linear and logistic regressions
Working knowledge of Fixed Income derivative products, including but not limited to interest rate swaps, FX swaps, basis swaps and other credit products
Location: Farringdon, GB
Posted Date: 10/4/2024
Contact Information
| Contact | Human Resources NatWest |
|---|