You will assist in the design and implementation of the Group’s market risk models and develop analytical infrastructure to assist in trading strategy development for the CIO
Job Summary
You will assist in the design and implementation of the Group’s market risk models and develop analytical infrastructure to assist in trading strategy development for the CIO.
The role offers a great degree of exposures to financial markets activities and facilitates broader interaction with other teams within Treasury and the wider Group.
We advocate and facilitate a culture of inclusion and respect, celebrating all cultures, abilities, genders, expressions of gender and sexual orientation.
Matching Summary
You will assist in the design and implementation of the Group’s market risk models and develop analytical infrastructure to assist in trading strategy development for the CIO.
Skills & Requirements
Must-have
Market risk models
Interest Rate Risk in the Banking Book (IRRBB)
Standardised Initial Margin (SIMM) models
Python, VBA and SQL skills
Financial markets and products
Analytical and numeracy skills
Nice-to-have
Curious about financial markets
Motivated by solving complex problems
Independent thought and critical thinking
Presenting complex financial concepts
Culture of inclusion and respect
Key Requirements
Proven financial modelling skills
Experience with QRM highly regarded
Prior experience with APS117 and IRRBB highly regarded