Lead the delivery of quantitative risk analysis while overseeing the development, enhancement and maintenance of market risk models and analytics
Job Summary
Lead the delivery of quantitative risk analysis while overseeing the development, enhancement and maintenance of market risk models and analytics.
Ensure strong market risk governance through effective middle-office oversight, including position and limit monitoring, P&L and exposure analysis, independent validation of valuations and risk measures.
Partner with IS and commercial teams to define and implement upgrades and enhancements to ETRM platforms (e.g. Endur and SAP), and lead user acceptance testing impacting risk analytics.
Matching Summary
Lead the delivery of quantitative risk analysis while overseeing the development, enhancement and maintenance of market risk models and analytics.
Skills & Requirements
Must-have
Market risk analytics roadmap
Quantitative risk analysis
Risk methodologies
ETRM systems
Physical and financial exposures
Nice-to-have
Determined, imaginative, curious
Active learning
Independent oversight and effective challenge
Thrives at the intersection of analytics and business