Regulatory Risk Manager

3 days ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Job Opportunity at Top-Tier Global Investment Bank

Job Title: Regulatory Risk, Vice President

Location: London

Job Type: Full-time

About the Role

We are seeking a highly skilled and experienced Regulatory Risk professional to join our team as a Vice President. The successful candidate will be responsible for leading our Pricing Models & Risk Engine Quants team, working closely with our Front Office and Risk Management departments.

Key Responsibilities
  • Develop and implement valuation models, tools, and pricers into our quant library, including structured FX/IR, FX/Equity models, and tools development.
  • Improve our Risk systems and tools (C#) and the Risk engines code base.
  • Develop models, pricing tools, and their system integration with a focus on Equity and FX asset classes.
  • Provide modelling support for FRTB/SIMM/VaR systems and quant solutions for the computation of those regulatory metrics.
  • Provide support to the trading desk and risk management.
  • Improve the client tools and be involved in the next generation of tools.
Requirements
  • Advanced development skills (C++ or C#) from the implementation and support of models.
  • Implementation of valuation models, tools, and pricers into a Quant library or Risk engine.
  • For the Equity/FX role, experience in developing at least one model from scratch for production.
  • For the SIMM role, strong knowledge of Interest Rate models.
  • Proven ability to provide support to the trading desk and risk management.
  • Experience in calibration of Stoch & Local Vol models.
  • PhD or Masters educated in a scientific field.
What We Offer

We offer a competitive salary and benefits package, as well as opportunities for professional growth and development. If you are a motivated and experienced Regulatory Risk professional looking for a new challenge, please submit your application.



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