Risk Analytics Specialist
3 weeks ago
Risk Analytics Senior Consultant is a key position within the Enterprise Global Services (EGS) organization, responsible for ensuring accurate valuations and performing independent price verification processes for derivatives, with a focus on FX and Rates derivatives.
The successful candidate will possess a deep understanding of derivatives valuation techniques, models, and valuation inputs, as well as excellent analytical and quantitative skills. They will be expected to assist with problem identification and solutions, share best practices, and interact with senior management, business unit leaders, and other business partners.
Responsibilities
- Ensure accurate valuations and perform independent price verification processes for derivatives, with a focus on FX and Rates derivatives
- Review Bid Offer and Model Valuation Adjustment for derivative portfolio
- Deep dive IPV results and assist trader with high-quality commentary on a month-on-month basis
- Meet deliverables while leveraging solid understanding of Fair Valuation policies, procedures, and compliance requirements
- Interact with technology teams to streamline IPV processes
- Interact with quants, traders, market risk, and product control to lead various IPV projects
- Resolve moderately complex issues independently
- Lead projects, teams, or serve as a mentor for less experienced staff
Requirements
- Bachelor's/MBA in Finance, Accounting, Statistics, Economics, or Business or CFA/FRM/CQF
- 9+ years of experience in one or a combination of the following: Valuations, analytics, financial modeling
- Prior work experience; knowledge of capital markets products, preferably FX and Rates derivatives
- Applied knowledge and understanding of derivatives valuation (preferably as used in Rates Derivatives) and building of interest rate curves
- Experience in trading, valuing, or price validating capital market instruments
- Excellent verbal and written communication skills
- Advanced Microsoft Office skills, SQL
- Ability to organize and manage multiple priorities with challenging timelines
- Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important
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