Business Function Risk Management Group works closely with our business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure. Responsibilities:
Conduct independent testing of T&M pricing models and document results
Develop, maintain and improve pricing model validation library, risk analytics solutions as well as all related digital infrastructure
Perform ad hoc market and counterparty risk analytics tasks.
Good knowledge in financial derivative products, market and counterparty risks
Hands-on model development experience using Python (other programming languages such as C#, C++ is a plus)
Git, Continuous Integration and other software development experience are desired
Strong written and verbal communication skills
Apply Now We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.