Derivative Valuation Expert

14 hours ago


Liverpool, Liverpool, United Kingdom Roka Search Full time

Are you a risk management expert looking for a new challenge?

We have an exciting opportunity for a Senior Manager to join our Regulatory & Risk Analytics team. As a member of our team, you will be responsible for providing expert guidance on regulatory requirements, developing robust model risk management frameworks, and conducting advanced stress testing exercises.

The ideal candidate will have:

  • A strong understanding of financial instruments and risk management concepts.
  • Proficiency in quantitative modeling techniques and statistical analysis.
  • Expertise in programming languages such as Python, R, and SQL.
  • Knowledge of cloud technologies (AWS, Azure, GCP).
  • Experience with advanced analytics techniques, including machine learning and AI.

Key responsibilities include:

  • Regulatory Advisory: Provide expert guidance on regulatory requirements, including Basel III, CCAR, FRTB, and local regulations.
  • Model Risk Management: Develop and implement robust model risk management frameworks, covering model development, validation, and ongoing monitoring.
  • Derivative Valuation: Support clients in valuing complex derivative instruments, including options, swaps, and futures.
  • Stress Testing: Conduct advanced stress testing exercises to assess the impact of adverse market scenarios on financial institutions.

Salary range: £100,000 to £130,000 per annum. Location: London (City) with Hybrid Working. Job type: Full-time.

This role is being advertised by Roka Search Ltd, acting as an employment agency. Estimated salary based on location and industry standards.


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