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Senior Counterparty Risk Modeling and Analytics Specialist

London, United Kingdom, £ £ 80000.00-100000.00 Annual Annual, Permanent

Description

The company is a leading financial services provider.

  • manage the exposure risk management team
  • assume responsibilities as model owner for credit risk exposure models used for risk management, setting capital requirements, stress testing and expected loss calculations
  • assume responsibilities for the development and the maintenance of the models
  • support key regulatory requirements and projects
  • engage with internal and external stakeholders at all levels in the organization, including audit and regulators
  • University degree (MSc or PhD) in finance, mathematics, science or in a numerical discipline
  • prior working experience (ideally 10+ years) in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes)
  • strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
  • experience with model documentation, governance and validation whether from the perspective of model owner, developer or validator
  • familiarity with the regulatory framework surrounding counterparty credit risk
  • deep leadership experience in managing people
  • experience with high-level programming languages (e.g. C#,C++, Python etc.), and knowledge of statistical modeling software (e.g. R, SAS etc.) as well as SQL is desirable
  • excellent communication skills with colleagues at all levels in the organization
  • self-driven and pro-active in taking new initiatives and carrying them through completions (and you know how to handle challenging situations)
  • a great communicator skilled in giving and receiving constructive feedback, and able to explain technical topics clearly and intuitively to a non-technical audience
  • fluent in English, both in oral and written form

Job Details

705105211
Not Specified
London, United Kingdom
Permanent
£ £ 80000.00-100000.00 Annual Annual