AddressEducational Qualification: Master's degree with Finance and/Economics/ MBA, FRM or PRMIA, PMP or ITIL.
Desirable: MA Finance, FRM, PMP
Skills Required:
- Functional documentation experience.
- Strong understanding of Market and Counterparty risk
- Good understanding of the mathematical foundations to VaR and Credit Risk EE/PFE methodologies
- Strong understanding of the typical Credit Risk business processes, policies and procedures
- Strong understanding of risk sensitivities, Greeks, their mathematical interpretation and daily use
- Strong understanding of structured business analysis i.e. gathering requirements, documenting
- Ability to work between business and IT, produce specification and oversee UAT
- Knowledge of risk model design from mathematical description to software design
- Broad knowledge across trading and banking book products e.g. OTC derivatives, interest rates, FX, Loans & Equities.
- Strong knowledge of securities financing transactions and/or another product class in depth within equity
- Good working knowledge of financial products including pricing.
- An understanding of some of the more common financial products (e.g. Forex trades, futures, options, swaps, credit derivatives)
- Strong stakeholder management capabilities.
- Exceptional communication and writing skills.
- Very strong control skills.
- Strong spreadsheet and database skills.
- Strong technical understanding of SQL and database modelling
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