
Financial Risk Modeller
9 hours ago
This role focuses on validating financial risk models, requiring expertise in mathematical modelling and software relevant to the banking industry.
The successful candidate will be part of a collaborative team responsible for model validation projects, presenting reports, and providing quantitative support to the wider Financial Risk team.
- Key Responsibilities:
- Developing and implementing validation methodologies for financial risk models, including derivative valuation, risk measurement, and behavioural models.
- Collaborating with model developers and stakeholders to track validation actions and ensure timely completion.
- Providing quantitative support and contributing to the development of financial risk models.
Requirements:
To be considered for this position, you will need:
- A relevant third-level qualification or postgraduate degree in an analytical field, such as mathematics, engineering, or physics.
- Professional experience in the financial industry, particularly in financial risk models, derivatives valuation, VaR, and xVA models.
- Coding skills in Python or R, with knowledge of Calypso, FINCAD, or QRM being advantageous.
Why Join Our Team?
We offer a hybrid working model that allows our employees to balance their time between home and office, subject to business requirements. Our benefits include:
- Variable pay
- Employee assistance programme
- Family leave options
For more information about our commitment to our employees, please click here.
Key Capabilities:
- Behavioural Capabilities:
- Eliminates complexity
- Ensures accountability
- Technical Capabilities:
- Derivatives valuation
- Risk measurement
- Model validation
About Us:
We are committed to equality and diversity, and we welcome applications from talented individuals who share our values.
Please contact us if you have any questions or require further information.
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