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The development, implementation, testing and documentation of various risk measurement methodologies across all markets/asset classes and portfolio models.
Supporting the implementation of exposure capture and risk measurement framework to effectively manage the risk and calculate regulatory capital.
Interact, on a frequent basis, with a variety of stakeholders in the business to deal with risk solutions for structured and complex transactions.
Key skills/Competencies required:
A strong mathematical background, as evidenced by a higher degree (MSc, PhD, DEA), and a desire use these skills on a day-to-day basis.
Knowledge of risk modelling techniques e.g. in relation Market Risk of Counterparty Credit Risk.
The ideal candidate will be an excellent programmer in at least one of the following languages: Python, R, C++/C#. This would be backed up with prior professional experience in: SIMM, Stress Testing, FRTB or VAR.
If this looks like an opportunity which you feel you could be good for and are interested in applying please send you CV to firstname.lastname@example.org or call Jack Masterman on +442079977224 for more information