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Quant Risk Manager-Index & Benchmark Control (LIBOR)-Inv.Bank

£550 to £600

London / Contract / Ref: AA/Tr/05/20/QRM

Quant Risk Manager - Index & Benchmark Control (LIBOR) - Investment Bank. A leading investment bank are improving risk management and controls around financial indices and benchmarks and have a fantastic opportunity for a Risk Manager to ensure the bank has an effective risk management framework and control execution for this area.

As a Risk Manager you will be responsible for overseeing the contribution, usage, administration and implementation of major index benchmarks including LBIOR and EURIBOR as well as undertaking analytical work. This will include implementing and maintain tools, onboarding benchmarks, reviewing index methodologies, scripting indices and back testing these indices and implementing controls.

You should apply for this role if you are/have:

  • 6+ years experience in major investment banks within risk management, control and quantitative fields
  • Understanding of Indices and Benchmarks and their construction and maintenance is ideal
  • Technical skills in Excel and VBA required. Python, R, and/or Tableau preferred
  • Bloomberg and Reuters data sourcing experience
  • Broad asset class exposure and knowledge of financial products
  • CFA, FRM or CAIA preferred
  • Post-graduate degree in a quantitative discipline

This is a £550-600/day role based London, initially working form home. 6 months initial. Outside IR35.

Alexander Ash Consulting is acting as an agency Apply now

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