- Design and calibration of quantitative risk models (VaR, stress testing, liquidity etc) in a standard consistent with EMIR regulation and company nternal policies
- Methodology documentation and presentations to governance forums
- Liaison with key stakeholders including Group Risk, Bank of England, ESMA, auditors
- Definition of margin algorithms and clear business requirement for IT teams
- Developing and implementing quantitative solutions and analytical tools
- Prototyping and testing (UAT)
- Quantitative degree and MSc, or equivalent qualifications.
- 5+ years of experience in the Finance industry, including Quantitative Risk analytics
- Good knowledge of products and markets across the securities universe (equities, bonds, MBS etc)
- Understanding the role of clearing and familiarity with applicable regulations
- Strong programming skills (Java, R, Python)
- Sound conceptual / technical knowledge of modern IT infrastructure stack
- Autonomy, problem solving skills
- Effective communication skills (written and oral).
- Ability to work with team delivery environment.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.