A London-based Investment Bank is expanding its risk analytics function where you will be specialized in Market Risk & Capital Models.
Responsibilities may include:
- Take part of the model development and validation of market risk models.
- Devise and run validation tests together with model assumptions setting.
- Update and support the transition to FRTB regulations.
- Support ad-hoc requests including model weaknesses arrangements, investigations or enhancing operational controls
- Assist the broader Risk department in any upcoming projects.
- Postgraduate degree is preferred whereas PhD is highly desirable.
- Quantitative background having worked with market and/or counterparty risk models.
- Self-starter with eagerness to improve and engage with other team members
- You will ideally have sound command of Excel and preferably be familiar with Python 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