Financial Engineers
Leading analytics and consulting firm is seeking finance and risk professionals with various degree of experience (gbp60k - gbp90k).
Eligible candidates will have practical working knowledge in:
-Financial regulations, such as: Basel, Dodd-Frank, EMIR, MiFID or UCITs.
-Financial markets, typical cash or derivative products in: IR, FX, credit, equities or commodities.
-Standard derivative pricing mathematics, quoting conventions, operational processes and legal documentations.
In addition, candidates will have experience in some or all of the areas below:
-Model validation (market, credit or operational risks).
-Market risk management, including VaR calculations, backtesting and stress testing.
-Trading book credit risk management, calculation methodology of PFE, CVA, CVA VaR, FVA, CSAs and collateral aspects of derivatives.
-Liquidity risk management, including one or more of regulatory reporting, treasury operations, collateral operations (bilateral and CCP), understanding of Basel 3 requirements.
Candidates would also be expected to:
-Have a Masters level or equivalent in finance and/or a scientific background with 3-5 years financial modelling with a front office context.
-Be client facing with the ability to form and present clear and concise arguments, as well as produce high quality business documentation.
-Be self-driven and to have demonstrated innovative commercial applications of their knowledge within a relevant area of pricing, modelling or risk.
-Take part in both pre-sales and project activities, with the aim of progressing towards an SME or project management position.
-Experience in prototyping models in VBA and one or more mathematical languages, such as: QuIC, Matlab, or R. Technical programming expertise in C++, C# or Java would be a plus.
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