The Strategic Production and Analytics of Risk function is principally responsible for daily analysis and control of various market and valuation risk metrics
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.
This role requires application of qualitative and quantitative techniques to analyse the data and a deep understanding of Valuation Controls such as IPV, FVA or Pruval.
As part of our flexible scheme, you’ll enjoy benefits like 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.
Skills & Requirements
Must-have
Market and Valuation Risk Strats
Quantitative analysis techniques
Valuation Controls (IPV, FVA, Pruval)
Python programming language
Production process and controls
Risk management support
Nice-to-have
Agile minds and innovative solutions
Continuous learning and progression
Collaborative work environment
Attention to detail and problem-solving
Key Requirements
5+ years of experience in an international bank
MFE/MBA in Finance/Engineering/Mathematics/Quantitative Statistics
Derivatives and pricing knowledge in at least one asset class
Experience in valuation models and pricing techniques
Market risk, Middle office, Valuations or Product control background
Understanding of IPV, FVA, Pruval, Levelling & Day1 or FRTB regulations