Risk Methodology Role - IWM

Role & Responsibilities:

This role will sit within Risk Methodology Group focusing on below areas.

- Developing haircut methodologies and margin requirements methodologies to cover the IWM business

- Working knowledge of financial math and statistics (backtesting, stress testing, etc.)

- Participate in WWR identification & appropriate treatment.

- Excellent at spreadsheet development (and VBA) and Bloomberg terminal, along with strong verbal communication skills. Should be at ease in communicating with regional stakeholders including business and Model Validation Group.

Qualification:

Masters in a quantitative discipline (Financial Engineering, Mathematics,

Statistics, Econometrics)

Experience 3 - 5 years