Risk Business Analyst
- Development and testing of pricing models and curves.
- Documentation of models and methods
- Model validation of OTC Clearing Platform (Murex) native risk analytics and pricing models
- Provision of quantitative expertise in relation to internal/external projects or on an ad-hoc basis.
- Ensure that quantitative risk management techniques are kept in line with best practise.
Qualifications / Experience
Highly numerate with a degree in mathematics, quantitative area, economics or science-related disciplines, preferably at least Masters level.
Hands-on experience in developing quantitative models (not necessarily financial models), building pricing models (Like to have), and/or quantitative analytics.
In-depth financial markets and products experience, either within risk management, product control or middle office environment within an investment bank or similar.
Knowledge of interest rate products, including experience in pricing, risk management and analysis.
Knowledge of other asset classes (eg. equities, commodities, energy, including experience in pricing, risk management and analysis.
Experience of product development lifecycle.
Skills
Strong numerical competency.
Effective critical analysis and reasoning skills.
Ability to work autonomously on individual projects.
Excellent Excel skills (pref including VBA)
Effective and confident communicator (written and oral).
Experience working with Vendor Systems such as Murex or Calypso will be highly considered
BEHAVIOURAL SKILLS
Ability to add to the risk management expertise within the company
Demonstrates strong analysis and reasoning competency,
from a technical and a practical perspective
Customer orientated and ability to build rapport with internal and external stakeholders
Individually focussed on delivery to a high standard of accuracy and to deadlines
Demonstrates ability to adjust communication to the level of knowledge of the recipient in order to influence
Demonstrates continuous determination to develop their own knowledge and expertise through a variety of methods
Demonstrates transfer of knowledge and expertise to others
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