We are looking for a candidate to fill this position in an exciting company
Senior Risk Manager role to drive review and enhancement of risk methodology while adding value to the team’s analytics and advisory effort
To enhance the existing documentation and help build the model library for the inventory of existing models
To guide the team to perform required quantitative analytics to ensure the models in use continue to remain fit for purpose and propose changes or model enhancements where necessary
To help support the ongoing model validation efforts
Foster collaboration with Front Office and products team to both assist them in various risk mitigation strategies and also to ensure our margining approach continues to remain aligned to the PB industry standards
Be able to independently suggest ideas for model enhancements, based on a strong understanding of the risk and return drivers for different asset classes
Provide guidance and support to Senior Management on collateral margining methodology specifically as it relates to Product, Market and Regulatory Risk matters.
Good University or a Post Graduate degree, preferably in the field of quantitative finance
Proficient in Python, VBA, SQL and be an advanced Bloomberg/Reuters user.
At least 5+ years of relevant experience – preferably in Private banking, but other areas including asset management and investment banking will also be considered
Have a strong cross asset experience and a keen interest and understanding of the markets – factors that drive different asset class returns and their risk
Good knowledge of financial products – cash products and derivatives (along with the greeks)
Knowledge and experience in the areas of investment risk and portfolio attribution are an advantage
Additional Experience in project management and change initiatives is helpful.