Risk Model Validation

Excellent opportunity to join a growing business with significant momentum in the market place. The risk team are building a new structure and set up, covering new products and responsibility. You will gain a view across a range of trading venues and work with Equities, Derivatives, Commodities and Fixed Income.

The role is working in the model validation team, where you will perform an annual validation. Rebuilding the models and working with real data.

• Validation of risk models used for measuring market , credit risk, and liquidity risk
• Knowledge and experience of VaR and Expected Shortfall
• Strong knowledge of financial markets and how products behave under various conditions, taking into account the pricing and risk
• Strong English language skills and ensuring quality of writing is essential
• Masters Degree, PhD or CQF - covering a quantitative field
• Developing and programming alternative models to challenge risk models in use
• Python and Matlab are preferred - with Python being the key
• Design and development. Sensitivity Analysis, stress testing and backtesting
• Operational risk management and reporting to top management
• Key Risk Indicators: development, monitoring, and challenge
• Monitoring and reporting of Basel III parameters for CCR
• Second level controls on investments
• Prepare reporting to internal and external stakeholders

Smart working on offer, with weekly time in the office, competitive salaries, bonus and benefits.

Please apply now to be part of an organisation making waves internationally