Our client is a prominent, global Clearing House that covers a diverse range of asset classes. They are looking to bring a bright, ambitious individual into their world-leading Clearing Risk department.
This opportunity will provide the applicant a chance to work within the CDS team and take on the challenge of working with complex risk problems. As well as participating in developing and enhancing risk management tools, the candidate will also be involved in the design and implementation of new risk initiatives and products.
- Monitor model performance tests, as well as design and implement enhancements to the risk infrastructure
- Build and maintain risk management reports to the board, risk committees and regulators overseeing the business
- Conduct project work and run ad-hoc and thematic market research
- Assist with the establishment and maintenance of the risk management framework
- Mathematical/statistical analysis to calibrate risk models
- Experience with SQL and Python preferred
- Degree in highly mathematical subject (Economics, Financial Mathematics or related degrees)
- Prior experience in applying risk management models and techniques like VaR, Liquidity risk models, back-testing and stress testing
- Strong knowledge of financial derivatives