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You will be part of the traded risk model team responsible for quantitative risk analysis and pricing modelling. The role entails undertaking validation of the models used to risk manage the company's trading activities including Market and Counterparty models to name a few.
Responsibilities may include:
Implementing thorough analysis and testing to all risk models, primarily Market and Counterparty risk models as well as supporting other model types
Contributing to increase the performance and accuracy of the existing processes you take part in whilst working to towards constant improvement
Writing compelling reports addressed to stakeholders and financial regulators.
Collaborating with other team members from the Front Office, Quantitative Analysis and Product Control ensuring transparent and fluid communication across all level
Postgraduate degree is preferred whereas PhD is highly desirable.
Quantitative background having worked with either model development and/or model validation for a major financial services firm
You will ideally be familiar with various programming languages such as C++, Python and/or R
Solid written communication skills with the ability to communicate complex material to wide audiences
Strong desire to continuously acquire a deep understanding of your area
Analytical thinker able to devise best solutions to tackle complex issues while being logical and having keen attention to detail
Internal Number: 5626436
About Twenty Recruitment Group
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