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Market Risk Analytics - VP

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Job Summary

  • London
  • Permanent
  • BBBH825157
  • Aug 12, 2022
  • Competitive
Job Description Global investment bank seeks a VP level Quant analyst as part of its expanding Market Risk Analytics team which is responsible for the development of market risk methodology and market risk models The role will reside within Firm Risk Managements Risk Analytics Department, specifically the Market Risk Analytics team. The Market Risk Analytics team is responsible for the development of market risk methodology and market risk models which feed directlyinto the firms internal and regulatory capital calculations and risk management frameworks. The team has presence across multiple geographical locations and jurisdictions. Primary Responsibilities ~ Development, enhancement and maintenance of market risk models (VaR, Stressed VaR, IRC, CRM and RNIV) to ensure ongoing appropriateness ~ Document models and associated developmental analysis, present results to partners and stakeholders ~ 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 ~ Contribution to key regulatory deliverables and programs (e.g. FRTB) as well as analysis and interpretation of key regulatory requirements ~ Manage, guide and train more junior members of the team Qualifications Experience ~ MSc, PHD, or equivalent in a highly quantitative subject such such as quantitative finance, statistics/mathematics, sciences or engineering ~ Deep understanding of quantitative risk including good knowledge of financial products and their risk representation ~ Strong mathematical, analytical, problem solving and troubleshooting skills ~ Demonstrable experience in coding numerical methods and algorithms, data analysis and manipulation ~ Strong knowledge of at least one prototyping programming language (preferably Python) and preferably experience/knowledge of professional development concepts and technologies and modern development toolchain ~ The ability to effectively communicate with a wide range of stakeholders, both written and verbally ~ An interest in working in a fast-paced environment, often balancing multiple high priority deliverables ~ Ability to work independently in a self-directed way in a collaborative, team-oriented environment Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative. BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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