Head of Scenario Stress Calibration (15242512/002) London, England
Summary
The role of the Head of Scenario Stress Calibration - Traded Risk Control is to manage the controls and quality of risk factors used across market risk and credit risk models, optimising model efficiency and preparing for new regulatory requirements.
Responsibilities
•Delivering analysis and expertise on Market Data and Risk Factors within Traded Risk,
•Relationship manager to risk managers and risk analytics
•Supporting risk model efficiency and on-going validation
•Team management and development of the on- and offshore SSC teams
•Delivering high quality MI reporting/analysis
•Maximising usage and quality of data
•Delivery of new control and governance standards for market data and risk factors
•Ability to define and identify solutions to solving complex problems
•Ability to combine statistical/methodological/technology/data/business process changes to meet pressing business needs
•Engagement in multiple parallel projects in a fast-paced environment, to improve capabilities; optimise capital usage and meet regulatory deliverables
•Requires strong technical skills
•Part of a globally-distributed team that must work cohesively in order to achieve optimal outcomes
Skills and Experience
•Experience with Asset Control and Bloomberg or other market data providers
•Familiarity with other market data or statistical packages
•Experience of market data management, data cleansing and sourcing
•Experience in prototyping and modelling
•Experience in analytical reporting, e.g. explain of a transformation by decomposition
•Experience in system development cycles and working with technology departments.
•Pricing or valuation control experience, more specifically understanding of IPV processes, bootstrapping techniques, model parameter controls, etc
•Strong ability to understand and use complex business processes and systems, and take a logical, pragmatic and constructive approach to investigating and communicating problems or improving processes
•Demonstrable leadership and people management experience
•Familiarity with market and/or credit risk techniques and methods
•Knowledge of statistical techniques apply to controls and data cleansing
The role of the Head of Scenario Stress Calibration - Traded Risk Control is to manage the controls and quality of risk factors used across market risk and credit risk models, optimising model efficiency and preparing for new regulatory requirements.
Responsibilities
•Delivering analysis and expertise on Market Data and Risk Factors within Traded Risk,
•Relationship manager to risk managers and risk analytics
•Supporting risk model efficiency and on-going validation
•Team management and development of the on- and offshore SSC teams
•Delivering high quality MI reporting/analysis
•Maximising usage and quality of data
•Delivery of new control and governance standards for market data and risk factors
•Ability to define and identify solutions to solving complex problems
•Ability to combine statistical/methodological/technology/data/business process changes to meet pressing business needs
•Engagement in multiple parallel projects in a fast-paced environment, to improve capabilities; optimise capital usage and meet regulatory deliverables
•Requires strong technical skills
•Part of a globally-distributed team that must work cohesively in order to achieve optimal outcomes
Skills and Experience
•Experience with Asset Control and Bloomberg or other market data providers
•Familiarity with other market data or statistical packages
•Experience of market data management, data cleansing and sourcing
•Experience in prototyping and modelling
•Experience in analytical reporting, e.g. explain of a transformation by decomposition
•Experience in system development cycles and working with technology departments.
•Pricing or valuation control experience, more specifically understanding of IPV processes, bootstrapping techniques, model parameter controls, etc
•Strong ability to understand and use complex business processes and systems, and take a logical, pragmatic and constructive approach to investigating and communicating problems or improving processes
•Demonstrable leadership and people management experience
•Familiarity with market and/or credit risk techniques and methods
•Knowledge of statistical techniques apply to controls and data cleansing