Risk Management Consultancy
Understanding business requirements for risk models
Implementation of regulatory guidelines
Cleaning and transforming risk data
Determining appropriate modelling methodologies
Risk and pricing model construction and implementation
Integrating models into existing systems
Track record in financial services essential
Experience in a quantitative risk role essential
Advanced C++ and python programming skills
Strong exposure to various risk concepts - VaR, IMM, CVA
Knowledge and experience in pricing models for credit and securitization products.
Exposure to general derivatives pricing methods, counterparty risk (XVA) and market risk methods would be useful
Good knowledge of regulatory initiatives within market risk
Competitive salary and benefits package. VP equivalent salary.