Back to jobsBSc or above in Statistics, Mathematical economics/Financial Engineering or similar discipline is essential with outstanding and broad based quantitative skills
Experience working with risk management concepts or financial products (e.g., derivatives, securities financing), typically gained over about two years or through equivalent practical exposure.
Strong understanding of credit markets such as knowledge of Fixed income maths and the risks in underlying products
Understanding of counterparty risk management techniques, trading strategies as well as other qualitative and quantitative measures of credit worthiness
Knowledge of the fundamentals of Market Risk (VaR, Sensitivities, Stress)
Broad understanding of limit frameworks, risk appetite and exposure reporting
Knowledge of techniques for the analysis of time series and market data
Proven understanding of the macro-economic environment and respective drivers
Use of PowerPoint, Excel (including VBA) and Bloomberg
Ability to develop and build close working relationships with others (Risk Control, middle office and the Business)
Good organisational and communication skills, ability to communicate at all levels and deliver technical explanations in lay-man’s terms, as important components of the role involves liaising with various business groups across the bank and senior management
Innovation and continuous improvement: being creative, developing new ideas and approaches
Ability to maintain confidentiality as some of our work involves working on non-public deals
