Manager - Quantitative Advisory/Market Risk - CQF Certified

As a Manager in the team you can expect to be involved in the following activities :

- Participate in and lead in Quantitative Risk engagements with a Market Risk focus

- Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress

- Assist in preparing reports and project plans that will be delivered to clients and other parties

- Develop and maintain productive working relationships with client personnel

- Build strong internal relationships within Advisory and across other services

- Conduct performance reviews and contribute to performance feedback for staff

- Contribute to people initiatives including recruiting and retaining FS Risk professionals

- Maintain an educational program to continually develop personal skills

- Participate in Quantitative Risk engagements with a Credit Risk focus

- Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress

- Assist in preparing reports and schedules that will be delivered to clients and other parties

- Develop and maintain productive working relationships with client personnel

- Build strong internal relationships within the advisory practice and across other services

The person we are looking for :

- Experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions.

- Strong academic background including at least a 2.1 Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent. / Professional Qualification e.g. CQF

- Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing

- Knowledge of Credit Risk & Financial Services Regulation - experience in IFRS9

- Modelling background

- Experience in any of the following software development environments: VBA / Java / C++/ SQL / R / Matlab / .NET / SAS