OBS! Ansökningsperioden för denna annonsen har
passerat.
Arbetsbeskrivning
Vår klient:
We are seeking to recruit a Senior Quantitative Analyst to one of the leading banks in Stockholm. The Financial Quantitative Modeling and Research is a unit within Group Risk Control responsible for quantifying market risk within the Group and counterparty risks within the Groups trading portfolio. The unit has a global responsibility and is the hub for quantitative analysis within the Group Risk Control network. The group´s strong position in the Capital Markets and its advanced client product offering creates a need for highly skilled risk modellers within a wide range of areas and products.
To strengthen the focus, meet the challenges and comply with the strengthened requirements from regulatory authorities, the group is strengthening its quantitative unit within the Risk Control function.
We have currently an open position for a Senior Quantitative Analyst at our client´s office in Stockholm city.
We offer a challenging and exciting international working environment, with lots of opportunities for successful candidates to further develop their career.
Din utmaning:
As a Senior Quantitative Analyst you will ensure that GRC uses models and methods that meet the complexity of the risks within the group and compliant with the requirements of external regulators. The main responsibilities of a Senior Quantitative Analyst include the development and specification of quantitative methodologies used to measure market and counterparty risk as well as analyses of the risks based on the current models:
Understand the properties and risks in the trading products.
Identify all sources of market and counterparty risks inherent to the business.
Develop new market and counterparty risk measurement models.
Develop stress testing framework for market and counterparty risks inherent to the bank’s portfolios.
Operationalize new regulatory standards and communicate with regulatory authorities on the topics related to risk measurement within the Group.
Provide high quality analysis of market and counterparty risk inherent to senior management and the Board.
Communicate risk computation principles to the banks risk-taking units worldwide as well as other relevant internal- and external stakeholders.
Din bakgrund:
The candidate should have a quantitative background and a university degree in mathematics, statistics or engineering. The role would be perfect for a candidate with several years experience within risk. It is essential that the candidate has a very good understanding of derivative instruments and the risks they generate.
A quantitative background is essential, programming skills is a merit. Problem solving skills, as well as computational and communication skills, are essential. The candidate should be able to explain complicated concepts clearly to all risk-taking units worldwide as well as present the results of their analysis in a clear and precise manner to senior management and regulatory bodies. The candidate should be systematic and focused on delivery and have high communicational skills
Din ansökan:
In this recruitment Please apply by sending your CV with reference TD/910 to Apply Now . If you have any questions regarding the position please contact Tobias Danielsson or Ola Johansson at Human Capital at +46 8 546 992 60 http://www.humancapital.se/ www.humancapital.se
Ansökan sker endast via nedanstående länk!
Kontaktpersoner på detta företaget
Ej tillgänglig