2 months ago
London, United KingdomMid Level
Responsibilities
- Develop and enhance market models, including VaR, to measure risk exposures across trading books.
- Implement risk data testing frameworks covering scenario design, expected shortfall, stress testing, results consolidation, and calculation analysis.
- Investigate data issues and model anomalies while expanding, debugging, and optimizing risk and PnL calculation code.
- Collaborate with Front Office Technology, Risk, and Quant teams to deliver scalable solutions for strategic and regulatory programs.
- Review model development and validation outcomes and provide constructive feedback on technical documentation.
Requirements
- Master’s or PhD-level education in mathematics, statistics, physics, engineering, computer science, or another analytical discipline.
- Proficiency in Python, SQL, C++, and other relevant technologies.
- At least 2 years of financial markets experience for junior candidates; more experienced professionals are also welcome.
- Strong analytical, problem-solving, and communication skills.
- Risk knowledge is desirable but not required, provided the candidate is willing to learn.
Benefits
- In-office role with flexibility based on role-specific requirements.
- Opportunities for learning, growth, and career development.
- Support for physical, emotional, and financial wellness.
- Inclusive workplace and performance recognition.
