- Liaise with structured product traders conducting limit reviews/limit setting and ensuring there is no breaches, carryout positions risk analysis, risk updates and dealing with new products requests and approvals.
- Responsible for carrying out a detailed analysis of the banks risk function and models, identifying any risks facing the business and suggesting improvements that contribute to steering appropriate risk appetite for the structured product business
- Ability to develop & Implement risk analysis tools for reporting, analytic and identification purposes.
- Assist with the implementation of a robust risk management framework for existing and new products
- Prepare in-depth risk reports and updates for Senior management, risk committee and relevant parties.
- MSc in a quantitative subject - such as Physics, Engineering, Applied Mathematics, Computational Finance
- Strong understanding of derivatives, structured products and pricing models in either FX or Interest Rates.
- Quantitative skill set for Modelling and implementation purposes - including: Financial modelling, derivative modelling, stochastic calculus, stress testing).
- Proficient in Python, C++ or R
- Experience working alongside and challenged structured product traders.
- Previous experience working in a front office role (trading/structuring) or structured products market risk role.
- Experience mentoring junior analysts within the team.