Senior Risk Analyst Position

20 hours ago


London, Greater London, United Kingdom ICE Full time
Job Title: Senior Risk Analyst

This role is for a Senior Risk Analyst to join the CDS risk team based in London, where you will be responsible for overseeing and shaping best risk management practices at the largest credit default swaps (CDS) clearinghouse in the world.

Main Responsibilities:
  • Monitor daily risk exposure of Clearing Participants and clients (e.g., asset managers, hedge funds, etc.)
  • Assess model performance test results and ensure models adhere to capital efficiencies and policy requirements
  • Run and enhance risk management analyses and reports for ICE Clear Credit Risk Committee, Board, Clearing Participants, clients and various regulators
  • Conduct mathematical and statistical analysis to calibrate model parameters and enhance risk models
  • Develop business requirement documents to implement new Risk Management system features
  • Conduct project work and run thematic or ad-hoc market research on relevant risk topics
Key Requirements:
  • Strong analytical background with solid knowledge of economics and financial markets (graduate degree in Economics, Financial Mathematics or related discipline)
  • Attention to details, strong problem-solving skills and sense of responsibility
  • Prior relevant professional experience in Risk Management, data analysis, portfolio management and/or risk systems
  • Experience in applying Risk Management models and techniques such as Value-at-Risk models, Liquidity Risk models, back-testing and stress testing models preferred
  • Ability to collaborate with other teams and excellent written and verbal communication skills
Compensation:

The estimated salary for this position is £80,000 - £100,000 per year, depending on qualifications and experience.



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