Risk Modeller - Investment Bank

Risk Modeller - Investment Bank

Risk Modeller required for Tier 1 Investment Bank. Our client is seeking an experienced Risk Data Modeller to develop a consistent data model for that Risk and Analytics domain.

Main Duties:

Proven and solid Modelling experience, in investment banking or other large financial institution
In depth knowledge of the Modelling methodologies and tools
Full project life cycle experience (Inception, Definition, Delivery, Completion)
Track record of successful delivery
Good understanding of at least two of the following asset classes and their trade life cycle would be very advantageous:
Commodities
Credit Derivatives
Equity Derivatives
Interest Rate Derivatives
FX Derivatives
Equity Derivatives
Strong familiarity with Front Office Risk-based processes (eg, pricing, credit flow, etc.) is essential
Strong knowledge of XML is essential; knowledge of UML is desirable; experience of tools such as XML Spy and Sparx Enterprise Architect is also desirable
Able to reach out to several teams across the IB business and across Group

As this role requires strong alignment with business IT projects, it will be essential that the successful candidate is comfortable working in a Matrix organisation and has a collaborative approach

Person Requirements

The primary task of an IB CTO Risk Modeller is to support the bank in meeting its strategic goals through the definition, and implementation of the data models required by a the IB Technology Risk & Analytics Horizontal, and linking those models to other Horizontals as required to build up an entire IB Front-to-Back Data Architecture.

To avoid missing out, please send your CV with all relevant details included. Due to requirements of this position, only candidates with the skills/knowledge mentioned above will be considered.