Job Description Job Purpose ICE Clear Europe's Clearing Risk Department ("CRD") is looking for a front office senior risk analyst. The successful candidate will form part of a dynamic risk team and assist the senior risk managers in overseeing and shaping the risk management practice at one of the largest futures and options clearing houses in the world. You will be exposed to a wide range of asset classes and be challenged with complex risk problems. You will be responsible for carrying out all aspects of the day-to-day risk management duties and assist in developing and implementing enhancements to the risk management tools, models, and processes. You will also participate in the design and implementation of new risk initiatives and products that benefit the business. Responsibilities Analyze and monitor market and collateral risks on a real-time basis and appropriately escalate any risk concerns Conduct mathematical/statistical analysis to calibrate and enhance risk models Ensure the risk management framework and risk policies are being adhered to and are consistent with regulatory and industry standards Assist with identifying areas where the risk models, risk management processes, or infrastructure can be improved Enhance documentation of risk processes, procedures and models Assist with communication with representatives from clearing members, risk committees and senior management of Intercontinental Exchange (ICE) Monitor model performance tests and assess the appropriateness of models in order to demonstrate policy adherence Conduct project work and run thematic or ad-hoc market research on relevant risk topics Knowledge and Experience Degree in Business, Science, Economics, Engineering, or a related numerical discipline 5 years of relevant experience Attention to detail and strong problem-solving skills with the ability to balance trade-offs Prior experience in risk management as a risk analyst or relevant professional experience (at an investment bank, hedge fund or clearing house) will be an advantage Strong knowledge in financial derivatives products in multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models will be an advantage Ability to be a team player and to collaborate with other teams Ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and verbal communication skills Experience with SQL and Python preferred