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This role is primarily a quantitative analyst role focussing on the impact of regulatory change on bank business models and supporting banks with designing and implementing solutions such as: o Build and/or review/challenge the derivative pricing models, xVA etc. o Ability to challenge model assumptions, limitations, model approach and contrast to best practice o Derivative instrument pricing and validation
While the role will be market risk focussed, individuals are expected to be involved in both market risk and wider risk and capital related engagements.
As a Manager, you will be responsible for supporting project delivery as well as internal business development activities.
The role will require working with senior internal stakeholders and senior external stakeholders across various functions including Front Office Trading, Risk, Product Control and Technology.
The individual will need to be proactive in keeping abreast of regulatory expectations and industry practices.
Qualifications & Skills:
Strong quantitative experience within market risk of at least 8 years is mandatory (e.g. VaR, SVaR, IRC, RWA and ES etc.).
Worked in a market risk, model development or validation (or similar) functions for an investment bank, asset manager, insurance, hedge fund or similar organisation.
Ability to balance market risk experience within the consulting environment, adapt to different risk topics
Quantitative modelling skills in a range of programming languages (e.g. Python)
Proven ability of effectively delivering market risk related projects.
Ability to communicate and challenge senior management (Front Office, Risk, Product Control and Technology) on a range of market risk topics.
Excellent communication skills (oral and written), planning, project management, networking and influencing skills.
Flexibility to work across the UK (and internationally) where required.
Internal Number: 5626135
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