Chief Risk Office

You can expect:
Competitive Salary and non-contributory pension
20 days annual leave plus generous number of public holidays
Life Assurance and Private Healthcare for you and your family
A range of flexible benefits including retail discounts, gym benefits, wellbeing incentives
The opportunity to support a wide ranging CSR program plus take volunteering leave days

Your key responsibilities:
Implementing the automation of all PnL processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
Applying data science and machine learning techniques to provide trading desk analytical insight
Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of strategic analytics platform
Migrate all Global Markets businesses to the single strategic analytics platform, starting with Rates, Credit and FX Trading

Your skills and experience:
5-7+ years’ experience working within a quantitative analyst position, ideally within an Investment Banking or Financial services company
Strong quantitative analytic and modelling skills with practical pricing and risk management experience
Sound practical knowledge of interest rates and FX derivative products
Strong programming skills utilizing languages such as Python or C++
Decent data science knowledge and working experience. Should be familiar with popular machine learning algorithms and tools
Strong Maths skills in probability, stochastic calculus and numerical methods
Relevant education such as a BSc/MSc/PhD in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications

Only candidates can apply for this job.
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