Global commodities trading and clearing group
A unique opportunity for a mid-level quantitative modelling professional. This role will apply analytics, validation and governance to a broad portfolio of clearing (CCP), pricing and interest rate models
Responsibilities
- Perform deep dives into specific risks to quantify and develop mitigation strategies – conduct workshops and scenario analysis
- Horizon scan across the business, the Global commodities industry (principally metals and minerals), supply and geo-political factors to identify emerging risks and opportunities – analyse the impact of the areas identified on the business.
- Define and develop risk controls, reports, and dashboards to monitor and report on risk exposures
- Assess the effectiveness of the existing Risk Framework.
- Provide oversite and challenge to the first line through governance forums, ad-hoc risk analysis and independent reviews.
- Prepare periodic reports and briefing papers on risk exposures for senior audiences.
- Define and develop risk controls, reports, and dashboards to monitor and report on risk exposures, horizon risks and the effectiveness of the Risk Framework.
Skills
- Degree in a quantitative discipline – Masters or PhD would be a plus.
- Professional risk qualification (or studying towards) would be beneficial (e.g. FRM).
- Knowledge of market, credit and liquidity risk models and industry best practice.
- Specific exposure to CCP models from a validation and governance perspective would be a major benefit
- Exposure to a commodities clearing and exchange environment would be ideal
- Knowledge of the associated regulatory environment.
If you are interested in this opportunity please contact Simon Bradbury – simon.bradbury@rolyrecruitment.com
