HR at Leading Investment Bank
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Risk Methodology Role - Investment Bank (2-6 yrs)
Roles and Responsibilities:
- Work closely with global development teams on implementation of models and systems
- Support business/risk managers for live complex structured derivatives transactions.
- To own the daily validation and reporting of the counterparty exposures.
- Work on various regulatory requirements including Back testing, Stress Testing, Model reviews, Calibration, User Acceptance Testing, Documentation of models Work on ad hoc risk models as per business requirements.
Key Skills Required:
- Knowledge of Derivatives, Monte carlo Simulation, Counterparty exposure concepts, Regulatory regime.
- Masters in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Physics, Econometrics) Competent knowledge on MS-Excel, VBA, Python.
- Strong verbal and written communication skills
- Organisational skills, multi-tasking and detail oriented
- Delivery focussed with the ability to work well under pressure and meet deadlines under compressed timescales