A multinational financial institution is looking for a Director to join their front office clearing risk department in their London office. If you are an experienced Market Risk professional with extensive experience covering a wide range of asset classes and extensive financial derivative experience this could be a good fit for you.
Responsibilities
* Maintain the risk management framework and risk policies are in accordance to and are in line with regulatory and industry standards
* Monitor model performance and assess appropriateness of models in order to demonstrate policy adherence
* Access where risk models, processes, and infrastructure can be improved
* Oversee the implementation and design of model improvements to risk infrastructure and processes
* Partake in quantitative analysis to calibrate and enhance risk models
* Collaborate with a group of colleagues on key policy and methodology development
* Lead a team of risk managers
Knowledge And Experience
* Strong quant background with strong knowledge of statistics (degree in Mathematics, Financial Mathematics, Engineering, Science, or a related discipline)
* Extensive experience in risk, data analysis, portfolio management, and/or risk systems from an investment bank
* Extensive knowledge and experience with financial derivatives across a wide range of asset classes
Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, back testing and stress testing models
* SQL and Python proficiency preferred but not required