Quantitative Analyst, CCP Models

Roly Recruitment
City of London
1 day ago
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Global commodities trading and clearing group


A unique opportunity for a mid-level quantitative modelling professional. This role will apply analytics, validation and governance to a broad portfolio of clearing (CCP), pricing and interest rate models


Responsibilities


  • Perform deep dives into specific risks to quantify and develop mitigation strategies - conduct workshops and scenario analysis
  • Horizon scan across the business, the Global commodities industry (principally metals and minerals), supply and geo-political factors to identify emerging risks and opportunities - analyse the impact of the areas identified on the business.
  • Define and develop risk controls, reports, and dashboards to monitor and report on risk exposures
  • Assess the effectiveness of the existing Risk Framework.
  • Provide oversite and challenge to the first line through governance forums, ad-hoc risk analysis and independent reviews.
  • Prepare periodic reports and briefing papers on risk exposures for senior audiences.
  • Define and develop risk controls, reports, and dashboards to monitor and report on risk exposures, horizon risks and the effectiveness of the Risk Framework.


Skills


  • Degree in a quantitative discipline - Masters or PhD would be a plus.
  • Professional risk qualification (or studying towards) would be beneficial (e.g. FRM).
  • Knowledge of market, credit and liquidity risk models and industry best practice.
  • Specific exposure to CCP models from a validation and governance perspective would be a major benefit
  • Exposure to a commodities clearing and exchange environment would be ideal
  • Knowledge of the associated regulatory environment.


If you are interested in this opportunity please contact Simon Bradbury -

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