Strategic Market Risk Quantification Specialist
3 weeks ago
- Design and implement quantitative tools to measure and manage financial risks, including market and liquidity risk.
- Develop processes for automating risk monitoring and reporting, utilizing programming tools such as Python, SQL, and Visual Basic.
- Validate financial instruments and ensure compliance with yield curve construction standards, including Murex system integration.
- Lead initiatives in Artificial Neural Networks and Machine Learning to enhance risk measurement and analysis.
- Monitor Value-at-Risk (VAR) limits, escalate breaches, and perform stress testing (including SAM stresses).
- PhD, Masters, or Honours Degree in a quantitative discipline.
- 5+ years of experience in quantitative finance and programming.
- Strong skills in financial mathematics, modeling, and database management.
- Expertise in Python, SQL, and Visual Basic for development.
You'll be at the forefront of integrating machine learning into risk management and have the chance to engage with regulatory bodies while ensuring our market risk processes remain cutting-edge.
Take the Next Step in Your Career by applying for this exciting opportunity to join our team of experts in quantitative risk management.
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Market Risk Quantification Specialist
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