Description
Key Responsibilities:
- Assist with risk model development and maintenance
- Analysis to support model choices and assumptions and work to support revised approaches for FTRB
- Investigation of pricing model that underlie risk models as they arise and support new products
- Support central data team with the review of integrity historical data that is used in risk models
- Prepare summary reporting for working groups and committees that review model performance
- Testing system changes
- Investigating issues
- Ad-hoc projects as required
- Proactively contributing to wider Risk function initiatives and projects
Candidate Profile
Required:
- Solid quantitative skills (computer science or math/statistics or finance higher education at MSc level or above)
- Understanding of financial markets and products including derivatives
- Familiarity with principles of pricing derivatives
Desirable:
- Experience of risk related role
- Excellent excel knowledge and experience of VBA preferable
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.