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Think People
  • Post Date: July 5, 2018
  • Applications 0
  • Views 279
Job Overview

Essential Skills

  • Undergraduate Degree (or equivalent)
  • Experience working within front office or suitable business or model focused quantitative role. Experience of managing a complex regulatory driven processes
  • Experience in building risk, margin models  methodologies and technical understanding
  • Understanding of OTC derivatives products, risk and regulations. Excellent knowledge of Markets businesses. Relevant knowledge of model methodologies
  • Understanding of EMIR, Dodd-Frank regulatory reforms. Understanding of derivatives pricing, risk including value-at-risk, historical simulation and VCV (variance covariance)
  • Understanding of risk, margin and collateral management practices. Understanding of trade lifecycle & front-to-back flows
  • Proficiency in MS PowerPoint, Word, Excel & Access. Able to multi-task and prioritize, delegate effectively within the wider team. Self-starter with an ability to be a strong team player who is able to build credibility, respect quickly
  • Excellent in written communication with ability to produce high quality business requirements specifications, risk reviews. Engage effectively with a diverse set of stakeholders internally & externally.

Desirable Skills

  • Specialization in Mathematics or Quantitative Finance
  • CFA
  • Front office quantitative or analytical experience from top tier investment bank
  • Experience in working within risk & margin function. Experience in producing business specifications. Experience in pricing OTC derivatives
  • Understanding of first and second order risks.  Understanding of collateral management function. Understanding of relational database & SQL coding
  • Coding ability in functional languages such as R, F#.  Familiar with EMIR, Dodd-Frank, specifically margin for non-centrally cleared derivatives regulations
  • Experience of managing a business project or establishing a front-to-back business or regulatory driven process

If interested do drop your CV at

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