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You will be a key person in the team, the main Quantitative Analyst - therefore you will have a lot of freedom to bring your own thinking. The person you will work with is more Change focused and will support the models you work on.
The primary functions of this role are:
Leading the design and improvement of fixed income risk models, from initial discussion to validation in committees.
Be the key person for external and internal quant/market risk team.
Deep Involvement in risk change projects mainly from a risk framework / risk engine point of view
Involvement in transversal risk management duties.
You will also:
Give improvements to the Head of Department on the Risk Methodologies
Implement new tools and prototypes
Test and Validate methodologies
Key Validation skills for the team
Client facing in terms of explaining process and working with key stakeholders
Daily Risk Management
Work on Projects
Some production points
Design and Program Risk Control reports
MSc or PhD in - Financial Mathematics / Quantitative subjects / Financial Engineering
Programming skills in any of the following - VBA, C++, Python
Strong knowledge of Fixed Income (FI) Bonds
Experience in a Trader Risk Environment for around 3 years - Market Risk knowledge
Strong English verbal and written
Confident in own ability and able to work independently and proactively