Risk Analyst
England, United Kingdom
Botsford Associates
key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel traffic light backtesting and VaR breaches explanation, P&L attribution test, pricing model benchmark, and quantification of … validation to review, in accordance with Firm's Model Risk Management policies and framework. Qualifications Strong background in market risk models and methodologies (e.g. time series analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Solid … products. Strong programing skills and data handling skills in SQL and Python (ability to wrangle large data sets, implement statistical tests, and perform data analysis on test results). Excellent communication and presentation skills (ability to engage in concise, effective discussions). Excellent written skills (ability to produce well more »
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