The role involves running production processes and controls to ensure accuracy and timeliness of market and valuation risk metrics including IPV, FVA, and Pruval
Job Summary
The role involves running production processes and controls to ensure accuracy and timeliness of market and valuation risk metrics including IPV, FVA, and Pruval.
Employees benefit from best in class leave policies, gender neutral parental leaves, childcare assistance, and sponsorship for industry certifications.
The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing, and risk management with technology to deliver scalable front office pricing and risk management systems.
Matching Summary
The role involves running production processes and controls to ensure accuracy and timeliness of market and valuation risk metrics including IPV, FVA, and Pruval.
Skills & Requirements
Must-have
Quantitative risk analytics
Valuation controls expertise
Python programming skills
Market risk and valuation models
Production environment experience
Derivatives product knowledge
Nice-to-have
Strong communication skills
Problem solving under pressure
Collaborative team culture
Continuous learning mindset
Key Requirements
5+ years banking or comparable experience
MFE/MBA or quantitative degree
Certification such as FRM, CFA, or CQF preferred
Experience with derivatives pricing in at least one asset class
Knowledge of market risk regulatory frameworks
Experience working in a run-the-bank production environment