Roles & Responsibilities

Lico Resources is partnering with a leading global financial institution provider driving innovation across multi-asset platforms and risk management solutions. This organisation is known for its strategic influence in capital markets and commitment to rigorous quantitative governance.

An exciting opportunity has arisen for an experienced Quantitative Analyst to join a high-impact Risk Quant & Models team. The role focuses on the development and enhancement of advanced risk models across multiple asset classes. It offers a strong platform for hands-on model research, development, and validation, within a team that shapes the firm's risk methodology and capital frameworks.

Key Responsibilities

• Contribute to the design, calibration, and validation of risk models for margin, liquidity, credit, and stress testing.
• Build robust Python-based model prototypes, analytics, and performance diagnostics.
• Conduct sensitivity and scenario analyses to assess model robustness and compliance.
• Collaborate closely with internal risk, treasury, and product teams to align models with business requirements.
• Prepare clear documentation and presentation materials for model committees and regulators.
• Perform empirical research to identify risk factors and emerging trends in market behaviour.
• Maintain version control (Git) and adhere to agile development practices (Jira) for transparent workflow.
• Support production deployment by ensuring code quality, efficiency, and reproducibility.

Qualifications & Experience

Must-Have:

• Bachelor's degree in a quantitative discipline (Mathematics, Physics, Statistics, Computer Science, Engineering).
• At least 8-10 years of quantitative analysis or model development experience in financial markets.
• Strong proficiency in Python for statistical analysis, model implementation, and automation.
• In-depth understanding of financial products and risk measurement concepts.
• Strong analytical and problem-solving mindset with high attention to detail.
• Clear and concise communication skills-able to explain technical work to non-technical audiences.
• Familiarity with Git, Jira, and collaborative coding environments.

Nice-to-Have:

• Exposure to SQL or data visualisation tools.
• Experience with model deployment and performance monitoring in production.
• Awareness of regulatory expectations related to risk models (e.g. SR 11-7, ECB TRIM).

If you are interested in this role, please send your updated resume to nicole@licoresources.com quoting reference number A07915. Only shortlisted candidates will be notified.

"Data provided is for recruitment purposes only."

Job Reference No.: A07915
EA Licence No.: 13C6733
EA Registration No.: R1333454