What will you do?

Report and monitor daily risk across a combination of business units. This includes but is not limited to:

• Market Risk
• Build valuation and sensitivity models from first principles
• Assist with quantitative modelling / projects etc
• Assist with the production of management reports (fortnightly, monthly, and quarterly).
• Error and exception monitoring and follow-up.
• Follow up on limit breaches and obtain explanations from the front office teams.
• Credit Risk
• Liquidity Risk
• Funding Risk

Qualification and Experience

• BSc or BSc (Hons) in Mathematical / Statistical / Financial Maths / Financial Risk Management (FRM) / Business Mathematics / Quantitative Risk Management (QRM) / M Phil, or a similar qualification. This needs to include subjects which are technical / mathematical as well as its application to financial markets and concepts.
• Python coding skills and Murex knowledge will be advantageous.
• 2 – 4 years’ experience in a similar role

Knowledge and Skills

• Liquidity risk assessment programme
• Business processes
• Reporting and administration
• Liquidity risk management
• Quality, compliance, and accreditation