Index Risk Analytics VP

  • Negotiable
  • London, England, United Kingdom
  • Permanent, Full time
  • Robert Walters UK
  • 15 Sep 17

A leading investment bank is continuing to grow it's centre of excellence for Indice Analytics and Infrastructure. This is a forward thinking initiative focused on the continued regulatory pressure in the index space. The client is very open minded to a wide range of candidates however candidates must have previous experience with index products, strong programming abilities (proficient in Python), experience with current regulation in this space and an eagerness to learn more.

As the Index Risk Analyst you will have coverage across the following:

  • Resetting risk monitoring and investigation of any threshold excesses within Front Office
  • Index Administration Controls from a 2nd Line of Defence point of view
  • Index Methodology reviews across all asset classes including back testing and market assessments
  • Interest Rate and FX Benchmarks Submission methodology reviews required by EU, US and APAC regulators (e.g. LIBOR, TIBOR, etc)
  • Ad-hoc research on a variety of topics covering indices and benchmarks (e.g. calibration, hypothesis testing etc)

You will have these attributes:

  • Broad asset class / product knowledge, specialisation in Equity, Commodities or Multi-asset are most beneficial.
  • Direct or indirect experience in Indices space.
  • Prior background in Consulting or Market data provider would be appreciated.
  • An interest and passion in data technology, big Data and the Fintech industry
  • Solid experience in using large data sets. Competency in VBA is non-negotiable and preference for understanding and experience using Python.
  • Familiar with third party vendor systems within the index space
  • Interest, experience of understanding of regulatory developments and reforms related to the index trading space. Knowledge of IOSCO principles, LIBOR reform would certainly be of interest.
  • Ability to adapt to changes in regulation, legislation and auditing standards
  • Preferably working towards or completed further study i.e. CQF or CFA
  • A proven quantitative academic background

To find out more about the Index Analytics Officer job based in London contact Harriet King on harriet.king@robertwalters.com or call +44207509 8258.