Traded Risk Quant - Senior Modelling Manager

London, England, United Kingdom

 

 

Lead a team of experienced market and counterparty credit risk modelling professionals, the supervisory and regulatory activities relating to traded risk modelling.  .

Provide advice and direction on a Committee level, on complex traded risk modelling issues that impact the firm .

This will include contributing to the development of international traded risk policy, identifying and resolving industry wide market and counterparty credit risk modelling issues and identifying and implementing improvements in how the team and division implements model review and documentation.

 

Desired skills

  • Significant experience in leadership roles, within the markets or investment banking division of a major international firm or in an international policy-making role or at a leading regulator. 
  • A background working in quantitative disciplines e.g. in traded risk related roles with respect to market risk, counterparty credit risk or credit valuation adjustment, probably within a top 10 international bank; or as senior manager/director in a major consultancy.
  • Hold a first degree in a numerate discipline, and may also have a post-graduate degree or qualification in a quantitative or finance-related subject. 
  • Possess an in-depth understanding of risk measurement and valuation principles and methods for cash and derivative products across a number of traded products, and will have sufficient understanding and critical thinking to be able to judge models on their merits and suitability.
  • Ability to lead difficult and challenging discussions with senior executives of internationally active banks and to be able to influence in international forums such as Basel or the EBA.
  • The role holder may also have a post-graduate degree or qualification in a quantitative or finance-related subject. 
  • The role holder may have a relevant specialist qualification that covers financial markets