Kennedy Pearce specialises in recruiting Quantitative Risk Professionals within the financial services sector who develop and apply advanced mathematical and statistical models to measure, analyse, and manage various financial risks including market, credit, and operational risk.
Typical responsibilities for Quantitative Risk Professionals in financial services include:
Designing, developing, and validating quantitative models to assess risk exposures
Conducting statistical analysis, stress testing, and scenario analysis to evaluate potential losses
Supporting regulatory compliance with frameworks such as Basel III, IFRS 9, and FCA requirements
Collaborating with risk management, trading, and finance teams to implement risk models and controls
Using programming languages and tools including Python, R, MATLAB, SAS, and SQL for data analysis and model development
Preparing comprehensive risk reports and presenting findings to senior stakeholders and risk committees
Continuously improving modelling methodologies and risk measurement techniques
Assisting in the development of risk appetite frameworks and capital adequacy assessments
Kennedy Pearce places Quantitative Risk Professionals with strong quantitative skills, programming expertise, and deep understanding of financial markets and risk management.
Please review our live jobs in Risk & Compliance and if you would like to register with us please submit your CV.