Responsibilities Include:
- Recognise areas where infrastructure can be improved and participate in the implementation of improvements.
- Oversee model performance tests and assess the appropriateness of models to display adherence
- Construct and preserve risk reports to the Europe board
- Set up and maintain risk management framework by adhering to risk polices and keep up with regulatory and industry standards
- Conduct statistical analysis to strengthen risk models
Experience:
- Strong quantitative background, preferably with a degree in Financial Mathematics, Mathematics, or other related disciplines
- Past experience within a risk management function preferably with a bank hedge fund or clearing house
- Strong financial derivative knowledge across a wide range of asset classes
- Previous experience with VaR models or Liquidity risk models
- SQL or Python experience required