Quantitative Risk Management Specialist
3 days ago
Millennium Global Treasury Services Ltd is an independent currency investment management specialist with significant assets under management. The company provides execution and hedging services via its unique technology-driven FX-as-a-Service offering.
The Role
We are seeking a highly skilled Risk Analyst to contribute to our group-wide risk function through the development of Market Risk, Portfolio Risk, Credit Risk, and Operational Risk analysis capability. As a key member of the team, you will provide quantitative support to various areas of research across the organization's activities.
Key Responsibilities
* Monitor operational risk and counterparty credit risk, identifying and escalating concerns to senior management while suggesting enhancements to the risk control framework.
* Stay up-to-date on relevant market events and drivers, highlighting identified market, portfolio, and execution risks.
* Collaborate with departments to deliver ad hoc risk and quantitative analysis as needed.
* Work with departments to understand processes and assess risks.
* Execute comprehensive risk assessments across the organization.
* Compile materials for the Risk Committee and record minutes.
* Develop and implement risk management policies and procedures.
Requirements
* Proficiency in practical application of quantitative risk management techniques (VaR, scenario analysis, and stress testing).
* Familiarity with tools and methods to monitor and mitigate operational risks.
* Experience with machine learning is a plus.
What We Offer
* A competitive salary of $120,000 - $180,000 per annum.
* Opportunities for professional growth and development in a dynamic industry.
* A collaborative and supportive work environment.
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