Job Description

Join us as a Market Risk Quant Associate

You'll be developing and maintaining compliant and fit for purpose models used in the bank's risk framework With your skills and expertise, you'll be able to provide clear and well-presented analysis Join a collaborative and supportive team environment, where you'll be valued for sharing your ideas and learning from others

What you'll do

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In this key role, you'll design, develop and maintain effective and compliant statistical risk and decision support models and related analytics. We'll look to you to deliver analytics and performance MI relating to risk models and for the development of new and enhanced approaches, in support of improved business and customer outcomes.


Your responsibilities will include:

Providing business and other stakeholders with advice and support on model use, model impact and model implementation Supporting regulatory engagement and internal governance in relation to risk models and model frameworks Providing well documented models that meet the bank's standards and requirements Supporting the delivery of all milestones to agreed dates, budget and quality standards

The skills you'll need

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You'll already have experience of working in a modelling function or some related quantitative function, part of which will have been in a trading business like NatWest Markets.


We'll expect you to be qualified to degree level or above, in a numerate discipline, with experience in data driven analysis and statistical or mathematical modelling.


You'll also need:

Experience with risk systems, methodologies and processes in a trading or investment banking environment, particularly on market risk management or in a front office environment A good level of Python and other programming languages, ideally on large datasets as well as in situations of scarce data An understanding of statistical techniques and how they are applied appropriately, specifically market risk models and their related regulation, such as VaR, FRTB, SA-CVA, Stress Testing The ability to independently produce publication-ready documents, such as model methodologies, internal notes, analyses and policies, and to present and defend them publicly in a manner appropriate to the audience * Strong stakeholder management