Senior Leader Risk Methodology
2 months ago
Key responsibilities
Lead and contribute to methodology projects, risk method design, and model development for market and counterparty risk. Collaborate with stakeholders and technical teams to implement and optimize risk models and systems. Ensure high-quality documentation and compliance with regulatory standards. Support backtesting, VaR adequacy processes, and cooperate with model validation teams. Engage in regulatory interactions and participate in industry working groups and Quantitative Impact Studies. Advise risk managers and Front Office on complex deals requiring non-standard methods.
Role requirements
Experience Level: Senior-Level (12-15 years of experience in a Risk Methodology function). Strong academic background, with at least a Master’s in a quantitative field; PhD candidates welcome. Deep understanding of risk management best practices, financial markets, and regulatory frameworks. Expertise in quantitative modelling, stochastic processes, and derivatives. Proficiency in programming (C# or C++). Excellent communication skills with experience interacting with Front Office, validation teams, and regulators. Ability to work under tight deadlines and manage multiple priorities.-
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