The Strategic Production and Analytics of Risk function is principally responsible for daily analysis and control of various market and valuation risk metrics onboarded to bank’s strategic platforms
Job Summary
The Strategic Production and Analytics of Risk function is principally responsible for daily analysis and control of various market and valuation risk metrics onboarded to bank’s strategic platforms.
This role involves performing controls and checks to ensure completeness and accuracy of the metric in scope, requiring application of qualitative and quantitative techniques.
The bank offers a range of benefits including best in class leave policy, gender neutral parental leaves, and sponsorship for industry relevant certifications.
Matching Summary
The Strategic Production and Analytics of Risk function is principally responsible for daily analysis and control of various market and valuation risk metrics onboarded to bank’s strategic platforms.
Skills & Requirements
Must-have
Quantitative analytics
Valuation controls
Market risk
Python programming language
Production environment experience
Nice-to-have
Agile minds
Innovative solutions
Continuous learning
Collaborative work environment
Key Requirements
5+ years of experience
MFE/MBA in Finance/Engineering/Mathematics/Quantitative Statistics
Derivatives and pricing product knowledge
Valuation models and pricing techniques experience
Market risk, Middle office, Valuations or Product control background
Understanding of IPV, FVA, Pruval, Levelling & Day1 or FRTB regulations