London, Hybrid - 3 days in the office / 2 WFH
The Role We're hiring for a high-priority position within the
Market Data Analytics Team
at a well-known
Investment Bank .
This role sits in the
Traded Risk Management
department, which includes market risk, product control, and counterparty credit risk.
This is an exciting opportunity to thrive in a stable, long-term role where your expertise will have a lasting impact.
You'll contribute to a dedicated team responsible for overseeing
market data sourcing, transformations, modeling, and proxies .
The team supports the broader
Financial Markets and Group Treasury
functions across all asset classes, with a particular focus on
Interest Rate Derivatives and Commodities .
What We're Looking For
The ideal candidate will come from a similar role and be looking to gain further exposure while working in a high-priority area. A
statistical and mathematical background
is essential, alongside expertise in: Project management, analysis, and visualization of large market data sets. Market Risk with a solid understanding of derivatives pricing. Traders and Structurers are also encouraged to apply. Essential Experience / Knowledge: Experience with and a keen interest in
financial markets' policies, guidelines, and regulations . Proven ability to handle
large market data sets
and associated technologies. Python programming
skills, particularly for building solutions with large datasets. SQL experience
and strong quantitative knowledge of several asset classes, their risks, and pricing. A deep understanding of
market risk metrics
(e.g., VaR, HVaR, IRC) and
market risk capital requirements . Additional Skills: Quantitative problem-solving skills
(this will be tested at the interview). Leadership experience, ideally including management of direct reports. Strong communication skills :
Regular interaction with colleagues at varying levels of seniority. Adapting communication styles for audiences ranging from senior executives to junior colleagues impacted by new rules and processes.
Self-starter
who is proactive, results-driven, and flexible. Ability to work independently and deliver efficiently under tight timelines. If this opportunity aligns with your expertise and aspirations, please send your CV today.
Application Deadline: Monday, 23 December 2024.
#J-18808-Ljbffr
The Role We're hiring for a high-priority position within the
Market Data Analytics Team
at a well-known
Investment Bank .
This role sits in the
Traded Risk Management
department, which includes market risk, product control, and counterparty credit risk.
This is an exciting opportunity to thrive in a stable, long-term role where your expertise will have a lasting impact.
You'll contribute to a dedicated team responsible for overseeing
market data sourcing, transformations, modeling, and proxies .
The team supports the broader
Financial Markets and Group Treasury
functions across all asset classes, with a particular focus on
Interest Rate Derivatives and Commodities .
What We're Looking For
The ideal candidate will come from a similar role and be looking to gain further exposure while working in a high-priority area. A
statistical and mathematical background
is essential, alongside expertise in: Project management, analysis, and visualization of large market data sets. Market Risk with a solid understanding of derivatives pricing. Traders and Structurers are also encouraged to apply. Essential Experience / Knowledge: Experience with and a keen interest in
financial markets' policies, guidelines, and regulations . Proven ability to handle
large market data sets
and associated technologies. Python programming
skills, particularly for building solutions with large datasets. SQL experience
and strong quantitative knowledge of several asset classes, their risks, and pricing. A deep understanding of
market risk metrics
(e.g., VaR, HVaR, IRC) and
market risk capital requirements . Additional Skills: Quantitative problem-solving skills
(this will be tested at the interview). Leadership experience, ideally including management of direct reports. Strong communication skills :
Regular interaction with colleagues at varying levels of seniority. Adapting communication styles for audiences ranging from senior executives to junior colleagues impacted by new rules and processes.
Self-starter
who is proactive, results-driven, and flexible. Ability to work independently and deliver efficiently under tight timelines. If this opportunity aligns with your expertise and aspirations, please send your CV today.
Application Deadline: Monday, 23 December 2024.
#J-18808-Ljbffr
