EMEA Market Risk Analytics - Vice President - London, United Kingdom,
The company is a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services.
- Development, enhancement and maintenance of market risk models (VaR, Stressed VaR, IRC, CRM and RNIV) to ensure ongoing appropriateness.
- Contribution to key regulatory deliverables and programs as well as analysis and interpretation of key regulatory requirements.
- Perform ongoing monitoring and evaluation of market risk models, review existing models to ensure they remain fit for purpose and make improvements where necessary.
- Collaborate closely with the model validation team to understand validation findings and remediate any identified issues
- Collaborate with the other teams (data, IT, change management) to ensure that model changes are appropriately implemented.
- Document models and associated developmental analysis, present results to partners and stakeholders
- Manage, guide and train more junior members of the team
- An excellent academic background, including an advanced degree in a quantitative discipline, such as quantitative finance, statistics/mathematics, sciences or engineering.
- Deep understanding of quantitative risk including good knowledge of financial products and their risk representation.
- Demonstrable experience in delivering enhancements to risk models, ability to produce high quality, accurate work, under pressure and to tight deadlines
- Excellent mathematical, analytical, problem solving and troubleshooting skills
- Strong programming skills and demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation.
- Advanced knowledge of at least one prototyping programming language ( e.g. Python, R) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain
- Strong communication skills for written, graphical and verbal presentations and ability to explain complicated concepts clearly to business partners and present proposals in a clear and precise manner.