Description
Job role: Quantitative Risk - Risk Initiatives
Location: London
Salary: £500 - £700
Contract: End of 2017 (optional: extension is anticipated but cannot be guaranteed)
My client, a well known prestigious investment bank in London is currently looking for strong Quantitative Risk - Risk Initiatives to join the Team.
This role will be a contract that will last until the end of 2017 (optional: extension is anticipated but cannot be guaranteed)
Task and responsibilities
*Regulatory assessments with regards to CPMI-IOSCO, including guidelines for 2018 self-assessment; implementation of ESMA Opinion on Portfolio Margining.
*Review of global and European regulatory landscape of benchmark compliance and conduct necessary benchmark assessments.
*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).
*Interact with Senior Management, communicating complex ideas and constraints in a clear and concise way.
Mandatory skills and experience
*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).
*Minimum 5 years of industry experience in the field of risk management/financial instruments.
*Profound knowledge of regulatory landscape, particularly with a focus on CCP regulatory requirements pertaining to risk management and margin models (EMIR).
*Profound knowledge of EMIR and CPMI/IOSCO principles.
*Previous experience developing a regulatory self-assessment, regulatory response or a whitepaper would be an advantage.
*Quantitative, analytical and problem solving skills and the ability to work flexibly in a global team environment.
*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.
Please don't be hesitant to contact me on (see below) or forward on a up to date CV to (see below)