Senior Manager, Market Risk Modelling
About the job
This job is about being a Senior Manager in Market Risk Modelling, where you will play a crucial role in designing and implementing market risk models. Your work will directly influence the financial performance of the Chief Investment Office and Group Treasury, making a significant impact on sound risk management. The team thrives on collaboration and innovation, ensuring that everyone contributes to strengthening the Group's market risk capability.
You'll be responsible for
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Assisting with model development
Assisting with the development, testing, and governance of interest rate risk models to ensure accuracy and compliance.✅
Leading testing of releases
Leading the testing of development releases for IRRBB to ensure functionality and reliability.⚙️
Developing analytical tools
Developing Excel/VBA/Python tools to support reporting and analysis of IRRBB, enhancing operational efficiency.Key criteria
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Financial markets understanding
Excellent grasp of financial markets and products is essential.View
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Financial modelling skills
Proven skills in financial modelling are crucial for success.View
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Analytical and numeracy skills
Demonstrated analytical abilities to interpret complex data.View
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