Risk Methodology Analyst
As a Margining Methodology Risk Analyst you will be responsible for working in collaboration with market risk management, operations and analytics instruments validation team to get regulatory approval for the uncleared margining framework (methodology, controls and governance).
Front office interaction will also be critical to defining and agreeing on the margining framework to implement and to submit for regulatory approval.
You should apply for this role if you have:
· Strong mathematical and statistical background.
· Historical VAR, valuation and margining approaches and methodologies
· Good analytical skills
· Advanced Excel/VBA
· Knowledge of Dodd-Frank and EMIR is advantageous
This is a contract role based London compensated up to GBP 800/day.
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