- Enhancing and managing processes that quantify, review, explain & convey insight for risk & capital measurements for a large, diverse set of financial products or activities covering the whole firm. Either on an activity by activity basis or in aggregate. This involves developing and utilizing tools & signals to assist understanding risk & capital metrics, at varying levels of aggregation across the firm, in order to discover insight while ensuring liquidity metrics continue to operate in line with intent
- Understanding financial & non-financial risk by analyzing pricing, risk & capital model outputs to evaluate, explain and justify features observed in the firm’s liquidity risk data
- Providing independent risk & capital metric process consulting for new or existing business activities in the firm
- Providing quantitative and qualitative risk analysis, including the use of risk modeling tools to help estimate the financial risk of the firm’s transactions
- Developing & maintaining engaging approaches to share curated risk insights through interactive dashboard tools
- Automation engineering to improve control, reduce operational risks & costs and enhance the firm’s metric timeliness & availability increasing awareness of significant risks
- Testing, developing & integrating new/updated workflows and documentation
- Overseeing the activities covering a group of products / markets, and providing technical and decision-making judgment and guidance and organizational infrastructure
- Performing anomaly detections in large data sets, investigating the cause and recommending corrective actions
- Liaising with groups such as Modelers/Strats, Technologists, Trading & Investing businesses, Operations & Controllers to understand & explain observations in Risk data.
- Coordinating with firm internal governing bodies such as Risk Committees and executive members of the firm
- Interacting with firm external governing bodies such as external regulators and industry bodies
What We Look For:
- This business is ideal for collaborative individuals who have strong ethics and attention to detail.
- Whether assessing the creditworthiness of the firm’s counterparties, monitoring market risks associated with trading activities, or offering analytical and regulatory compliance support, our work contributes directly to the firm’s success.
Skills And Relevant Experience
- Master’s Degree in Business, Statistics with an undergraduate focus on quantitative field such as Mathematics, Physics, or Engineering
- Experience with, or keen interest to develop expertise in, pricing, risk and capital models
- Experience with, or keen interest to develop expertise in, financial markets & economics
- Practical knowledge of mathematics and numerical algorithms, including statistics and time series analysis
- Experience with, or keen interest to develop expertise in, development of risk analytics, interpretation & productivity tools for cultivating insights into risk & capital metric data
- Excellent written and verbal communication skills
- Entrepreneurial, creative, self-motivated and team-orientated