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📁
Risk Management
📅
20000507 Requisition #

Job Purpose

The Risk Analyst, Regulation is part of a busy risk management team involved in the clearing of commodity, financial derivatives and Credit Default Swaps; a small team gaining experience across derivative pricing models, market, credit, margin, stress testing, as well as model performance and policy issues. The Risk Analyst communicates to senior management, Risk Committees, and regulatory bodies using in-depth technical expertise in particular areas of risk management and derivatives, and the broad understanding of regulation for a complex, systemically important clearing and central counterparty.

Responsibilities

  • Perform regulatory self-assessments and support regulatory exams
  • Perform risk assessments for regulatory bodies, senior management, and risk committees
  • Support the development and delivery of regulatory requests related to clearing risks
  • Review policy, procedures, and risk model documentation
  • Support the implementation and maintenance of the governance for risk models
  • Support and manage R&D activities related to clearing risks

Knowledge and Experience

  • Degree or equivalent education in a numerical discipline
  • Experience with regulation is essential. Central counterparty regulation is desirable  
  • Post-grad degree in a numerical discipline is desirable
  • Experience with time series statistical models (e.g., GARCH, EWMA, Seasonality, etc.), market risk models (e.g., Value at Risk, Historical Simulation, Filtered Historical Simulation, etc.) and derivatives pricing models (e.g., Black and Scholes, Binomial, SABR, etc.);
  • Proven record applying or implementing models used in risk management is desirable
  • Advanced knowledge of MS Excel and Python is essential. SQL, Oracle and R is desirable
  • Good attention to detail with ability to work independently and also as part of a team
  • Excellent written and spoken English
  • Self-motivated, proactive and is able to work under pressure within a diverse team, operating in several time zones to tight deadlines

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