Senior Manager
2 days ago
Join us in shaping the future of financial risk management
We are seeking a highly skilled Derivative Valuation Expert to join our team. As a Senior Manager, 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 deep 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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