Job Description
Global commodities trading and clearing group
A unique opportunity for a mid-level quantitative modelling professional. This role will apply analytics, validation and governance to a broad portfolio of clearing (CCP), pricing and interest rate models
Responsibilities
* Perform deep dives into specific risks to quantify and develop mitigation strategies - conduct workshops and scenario analysis
* Horizon scan across the business, the Global commodities industry (principally metals and minerals), supply and geo-political factors to identify emerging risks and opportunities - analyse the impact of the areas identified on the business.
* Define and develop risk controls, reports, and dashboards to monitor and report on risk exposures
* Assess the effectiveness of the existing Risk Framework.
* Provide oversite and challenge to the first line through governance forums, ad-hoc risk analysis and independent reviews.
* Prepare periodic reports and briefing papers on risk exposures for senior audiences.
* Define and develop risk controls, reports, and dashboards to monitor and report on risk exposures, horizon risks and the effectiveness of the Risk Framework.
Skills
1. Degree in a quantitative discipline - Masters or PhD would be a plus.
2. Professional risk qualification (or ...