Requisition ID 33529 Office Country United Kingdom Office City London Division Risk Management Contract Type Regular Contract Length Posting End Date 02/06/2023
Purpose of Job
Quantitative Analyst is a subject matter expert in mathematical / statistical pricing models, manages numerical/quantitative techniques, with understanding of financial markets, transactions, market data, exposure aggregation rules, IT system interdependencies, as well as the ability to interpret and assess the reliability of the results and underlying models and factors. Under the supervision of the Associate Director, the job holder undertakes tasks, focused on market risk and/or credit risk methodologies, models, policies, controls and processes.
In addition, the Analyst also contributes to the provision of management information and risk analysis of Banking & Treasury portfolios. The Analyst is accountable for reporting any outstanding data anomalies/process to ensure continuous data/systems integrity under the Internal Control Framework (ICF).
Accountabilities & Responsibilities
Depending on the area of specialisation, Quantitative Analyst is responsible for all or most of the following:
Knowledge, Skills, Experience & Qualifications
What is it like to work at the EBRD?
Our agile and innovative approach is what makes life at the EBRD a unique experience! You will be part of a pioneering and diverse international organisation, and use your talents to make a real difference to people's lives and help shape the future of the regions we invest in.
The EBRD environment provides you with:
Diversity is one of the Bank’s core values which are at the heart of everything it does. A diverse workforce with the right knowledge and skills enables connection with our clients, brings pioneering ideas, energy and innovation. The EBRD staff is characterised by its rich diversity of nationalities, cultures and opinions and we aim to sustain and build on this strength. As such, the EBRD seeks to ensure that everyone is treated with respect and given equal opportunities and works in an inclusive environment. The EBRD encourages all qualified candidates who are nationals of the EBRD member countries to apply regardless of their racial, ethnic, religious and cultural background, gender, sexual orientation or disabilities. As an inclusive employer, we promote flexible working and expecting our employee to attend the office 50% of their working time.