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Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.
Develop benchmark exotic derivative pricing models in an independent library.
Review exotic derivative pricing model performance.
Undertake analysis of exotic derivative pricing models and their implementation methods.
MSc or PhD in a quantitative discipline.
Minimum 2 years' working experience in a similar quantitative role with good technical knowledge on exotic derivative models.
Good programming expertise in C++/C#.
Good written and interpersonal communication skills.
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.