Description
My international Financial client in London seeks an experienced Quantitative Risk Consultant
Task and responsibilities
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Regulatory assessments with regards to CPMI-IOSCO, including guidelines for 2018 self-assessment; implementation of ESMA Opinion on Portfolio Margining
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Review of global and European regulatory landscape of benchmark compliance and conduct necessary benchmark assessments
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Co-ordination of the pipeline of new products - you will heavily interact with product development and business development to develop new products including risk assessment, risk concept and preparation of regulatory materials (Regulatory Compliance, BaFin, Risk Committee, etc)
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Interact with Senior Management, communicating complex ideas and constraints in a clear and concise way.
Mandatory skills and experience
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B.Sc. or M.Sc. in a quantitative discipline (Financial Mathematics, Financial Risk Management, Computer Science, Econometrics or any other comparable degree with quantitative focus)
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Minimum 5 years of industry experience in the field of risk management/financial instruments
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Profound knowledge of regulatory landscape, particularly with a focus on CCP regulatory requirements pertaining to risk management and margin models (EMIR).
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Profound knowledge of EMIR and CPMI/IOSCO principles
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Previous experience developing a regulatory self-assessment, regulatory response or a whitepaper would be an advantage
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Quantitative, analytical and problem solving skills and the ability to work flexibly in a global team environment
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Excellent communication and negotiation skills, a proficient manner as well as project experience
High commitment and motivation, take on responsibility, creativity and the ability to work semi-independently