Risk Modeller - Investment Banking - London

RISK MODELLER - INVESTMENT BANKING - LONDON

OVERVIEW

This document outlines the role of the Risk Modeller, a new role within the organisation.

ROLE DESCRIPTION

The department is responsible for ensuring the smooth implementation of an IB-wide standardised change and development methodology.

The Risk Modeller will be responsible for:

- Working with the IB Technology Risk and Analytics Horizontal to develop a consistent data model for that domain.
- Maintain key project documents including data dictionaries, schemas, logical and physical models
- Help establish IB standards and processes around model representations and repositories, schema governance and review with appropriate bodies (design authorities, IB Architecture Board, etc.), data lineage, data masking and security, etc.
- Requirements analysis and solution design
- Communicate with stakeholders on progress and issues, utilising all appropriate methods, including running working groups
- Build relationships with Development Teams and work closely with project managers and business stakeholders as required
- Build relationships with central data functions to ensure consistency of approach, and work with other IB Modellers to ensure the entire IB front-to-back data architecture is consistent and coherent

CANDIDATE PROFILE

Proven and solid Modelling experience, in investment banking or other large financial institution

Experience of the Investment Banking business would be desirable

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:

1. Commodities

2. Credit Derivatives

3. Equity Derivatives

4. Interest Rate Derivatives

5. FX Derivatives

6. 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

A flexible and positive attitude is needed

Demonstrate initiative and be capable of assuming responsibility

Demonstrate team-working and ability to influence decision making and implementation

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

PERFORMANCE MANAGEMENT AND COMPENSATION

The primary task of an IB CTO Risk Modeller is to support the IB in meeting its strategic goals through the definition, and implementation of the data models required by 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.

If this position is of interest then apply now! Or alternatively contact Danny O'Reilly on (see below)