Main Duties & Responsibilities - MUST HAVE MODEL VALIDATION AND C#/C++ Experience
*Production and monitoring of regulatory risk numbers.
*Understand the liquidity risks that funds are exposed to, to ensure a robust liquidity risk management.
*Build analytical tools required to ensure thorough analysis of funds' risks, which may include using data analysis tools as python or R.
*Contribute to build a robust framework and tools to carry out independent model validation of the risk models and risk numbers provided by the official risk engine.
*Understand critical fund data sets and structures and be able to model them appropriate.
*Very good knowledge of financial instruments (pricing models) and related data requirements in a multi asset context.
*Particularly experienced with fundamental factor models (equity focus) and full valuation based risk analysis.
*Proven programming skills in PL-SQL, R, VBA and possibly Python.
*Very good knowledge on databases and data processes to establish scalable analytics workflows.
*Experience with business specifications and workflow documentation.
*Experience with Bloomberg PORT, BarraOne (BDT/BDTi) and RiskManager would be optimal.
*Track record in the implementation of factor based performance & risk attribution frameworks would be optimal.
*Ability to work accurately and achieve operational goals under the pressure of tight deadlines.
*Strong analytical, quantitative and problem solving skills.
REFER A FRIEND
If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if would like to know more information please contact Shanaz Rob- call on or for more details
- FX Options
- front office
- Quantitative developer
- - Model validation
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