To Design and development of robust risk models in line with internal policies, across the PostTrade Securities & Collateral product range (Equities, Repo, Collateral)
- Methodology documentation and presentation at governance forums
- Stakeholder management - go to contact person for Group Risk, Model Validation, queries from external clients etc, especially on RepoClear and Collateral methodologies
- Knowledge sharing and training junior members of the team o Prototyping and developing/testing risk tools addressing various types of risk and financial products o Analysis and implementation of performance improvements to the existing Risk models (VaR, Expected
- Shortfall, Scenarios, Liquidity & Concentration etc) across different products
- Maintenance and support of the existing risk libraries and risk simulators
- Definition of margin algorithms and clear business requirements for IT teams
Enter the essential experience and skills required:
- Quantitative degree and MSc, or equivalent qualifications.
- 5+ years of experience in the Finance industry, including Quantitative Risk analytics
- Good knowledge of products and markets across the securities universe (equities, bonds, MBS etc)
- Understanding the role of clearing and familiarity with applicable regulations
- Strong programming skills (Java, R, Python)
- Sound conceptual / technical knowledge of modern IT infrastructure stack
- Autonomy, problem solving skills
- Effective communication skills (written and oral).
- Ability to work with team delivery environment.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.