Senior Market Risk Consultant Senior Market Risk Consultant …

Huxley Banking & Financial Services
in London, England, United Kingdom
Contract, Full time
Be the first to apply
Negotiable
Huxley Banking & Financial Services
in London, England, United Kingdom
Contract, Full time
Be the first to apply
Negotiable
A Senior Market Risk Consultant is required to join a Top Tier Investment Bank on a long term contracting basis, and role will be based in London. Essential Experience: * Quantitative Educational background up to Masters Level. * Extensive Market Risk Methodology background. * Previous experience on Initial Margin calculations, calibration and back-testing.

A Senior Market Risk Consultant is required to join a Top Tier Investment bank on a long term contracting basis, and the role will be based in London.

Key Responsibilities:

  • Ongoing Model Validation for Standard Initial Margin Model (SIMM)
  • Analysis and definition of the requirements for implementing the ongoing model validation activities as required by the Regulators
  • Daily comparison of the realised P&L with the SIMM Initial Margin number, in order to prove that the IM covers the actual loss.
  • Quarterly comparison of the SIMM IM number with a 10-day VaR
  • ISDA Back-testing

Essential Experience:

  • Quantitative Educational background up to Masters Level.
  • Extensive Market Risk Methodology background.
  • Previous experience on Initial Margin calculations, calibration and back-testing.
  • Enthusiast and determined to add value to the workplace.
  • Clear communication with the ability to manage and liaise with Stakeholders confidently both externally and internally.

If this is of interest to you, please do get in touch with your updated resume so we can discuss.

To find out more about Huxley, please visit www.huxley.com

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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