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Our client is seeking a highly skilled Director for Counterparty Credit Risk. This role is an exciting opportunity to be part of a dynamic team responsible for building internal analytics libraries used for pricing and risk management for financial market products. The successful candidate will have the chance to work within a supportive and inclusive environment, where innovation and continuous improvement are encouraged.
What you'll do:
As a Director for Counterparty Credit Risk, you will play a pivotal role in developing new features for the bank's internal pricing and risk management platform. You will be responsible for model development for Credit and Equity asset class, utilising your skills in C++, Haskell, and Python. Your role will involve close collaboration with various teams, ensuring that all development efforts align with the organisation's goals. Your ability to interact effectively with different stakeholders will be crucial in this role. This position offers an excellent opportunity to work in an organisation that values innovation and continuous improvement.
- Develop and extend new features for the Bank's internal pricing and risk management platform.
- Model development for Credit and Equity asset class, for CCR.
- Use of C++ and scripting languages like Haskell and Python, for model development.
- Close collaboration with the Cortex CCR and Credit and Equity teams.
- Interact closely with different stakeholders, including trading desk and risk management.
- Work in an organisation open to innovation and continuous improvement.
What you bring:
The ideal candidate for the Director - Counterparty Credit Risk position will bring a strong academic background in Applied Mathematics, Engineering, or Computer Science. You should possess solid knowledge in computer science and mathematics, coupled with a deep understanding of Financial Markets. Experience in functional programming, preferably Haskell, will be highly advantageous. Your ability to apply these skills effectively will be key to your success in this role.
- A degree in Applied Mathematics, Engineering, Computer Science or equivalent experience.
- Solid computer science knowledge.
- Solid mathematical background.
- Financial Markets knowledge.
- Experience in functional programming, preferably Haskell.
What sets this company apart:
Our client is an international bank that has been making a positive difference for their clients, communities, and employees for more than 170 years. They question the status quo, love a challenge, and enjoy finding new opportunities to grow. They value difference and advocate inclusion. They offer competitive salary and benefits to support your mental, physical, financial, and social wellbeing. They also provide flexible working options based around home and office locations.
Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates
