Role
There will be two phases to this project;
Phase 1 to allow trades to flow through to Traded Risk infrastructure and relevant consumers followed by requirement for Market Risk RNIV and CCR.
Phase 2 Ability to support 'Advanced' Risk model calculations through IMM Counterparty Risk CCR models and Market Risk VaR models across all risk measures
Experience and Key skills :
- 2 years+ experience in either Counterparty and Market Risk or Trading
- Strong technical understanding of market risk calculation and counterparty risk calculation and aggregation
- Strong understanding of underlying models in the valuation/risk space.
- Ability to interpret complex risk reports from multiple sources and ability to identify key material risks
- Understanding of counterparty risk regulation and incoming regulatory directives
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Business in relation to this vacancy.
