Working with markets model validation and the front office quants team the role will be driving change to design, implement and document a robust control process, risk model and governance framework. Ensuring risks are being properly evaluated the role will take responsibility for the end to end control environment in an extremely complex markets focused domain.
With a background in quantitative analytics, financial modelling and statistical analysis you will be driving change across the institutional bank. You will enjoy problem solving and challenging status quo. Python coding proficiency as well as functional programming skills are essential for this role, prior experience with "XVA" although not a pre-requisite would also be highly regarded.