Oliver Wyman - Senior Quantitative Analyst - FSQA - Newcastle Upon Tyne, United Kingdom,


Oliver Wyman - Senior Quantitative Analyst - FSQA - Newcastle

Location: Newcastle upon Tyne , United Kingdom

Oliver Wyman is a subsidiary of Marsh and McLennan group, a global consultancy firm with an array of expertise. They combine creative enterprise, deep knowledge and an analytical rigour to create an extraordinary impact on projects.

Financial Services Quantitative Analytics (FSQA) is a specialist business unit within Oliver Wyman, set up in 2017 in Newcastle-upon-Tyne and has since expanded to Milan and Berlin. We are a dynamic, fast-growing team of quantitative analytics specialists. We work closely with our colleagues across Oliver Wyman to cover a global footprint: Our clients are the leading financial institutions across the world.

Clients hire us for our depth of insight and expertise; expertise that comes from specialisation. We combine analytical rigour with a relentless focus on client impact.

The Newcastle team has grown to 15 people, with a mixture of quantitative expertise ranging from Analysts to Team Leaders. We are looking for highly talented quantitative analysts to continue the success and development of FSQA. Working with us offers excellent career and growth opportunities for highly motivated professionals with relevant prior experience in specialised consulting firms, top tier banking or financial institutions, focused in quantitatively intense areas of financial services.

We are passionate about developing our people and support your progression to partner. We are looking for candidates who are excited to work in an entrepreneurial environment, focussed on delivering impact.

Required Skills & Experience:

• Bachelor's or Master's degree in a quantitative discipline. Ideally Mathematics, Statistics, Physics, Computer Science, Informatics, Data Science or, Engineering
• Strong analysis, documentation, and communication skills
• Experience in using advanced analytics and data manipulation software - R, Python, SAS, SQL, or SPSS.
• Work effectively and collaboratively in a team.
• Be independent and work under limited supervision respecting defined timelines.
• Present effectively results, potential issues and implications.
• Excellent command of English language (verbal and written)
• Ability to manage a demanding work volume and meet deadlines in a fast-paced environment
• Ability to maintain and respect confidentiality
• Willingness to travel regularly

Preferred Skills:

• Previous experience in banking and financial institutions, with content in one or more of the following areas: credit risk measurement (e.g. Probability of Default, Loss Given Default, Exposure at Default), stress testing, financial modelling, RWA calculations, credit portfolio modelling, derivative pricing, fair value calculations, Asset Quaity reviews, model validation, VaR, CVA or IRC modelling, customer lifetime value (LTV) modelling

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