The skills you'll need
We’re looking for someone with experience of model review or model development of relevant risk models. We’ll expect you to have an understanding of derivative pricing modelling within one or more of the following areas: rates derivatives, FX derivatives or xVA. Alternatively, you’ll have knowledge of risk modelling within traded market risk, non-traded market risk or counterparty credit risk. Crucial to your success in this role will be excellent problem solving and analytical skills, coupled with strong communication skills.
You’ll also need:
- A postgraduate degree in a quantitative subject such as mathematics, physics or quantitative finance, or similar professional qualifications
- Hands-on programming experience in C++, Python or R
- Hands-on in-depth skills in advanced quantitative modelling, and knowledge of the associated risk management issues in a practical business context
- Knowledge of risk-model-related regulatory requirements
- The ability to assist in team planning and prioritisation, including detailed planning of assigned projects within the team’s roadmap