Requirements

Expected technologies

Python

R

MATLAB

C++

Operating system

Windows

Our requirements

• Strong knowledge of market risk models such as VaR, Stressed VaR, IRC, and ES
• Familiarity with market risk regulations including Basel 2.5 and FRTB
• Proficiency in statistical modelling and financial mathematics
• Hands-on experience with Python, R, Matlab, C++, or VBA
• Experience in model development or independent model validation
• Excellent written and verbal communication skills
• Ability to work both independently and in collaborative team environments
• Experience preparing documentation for audit and regulatory reviews
• Understanding of capital requirements and local jurisdictional frameworks
• Degree in a quantitative field such as mathematics, statistics, or finance

Optional

• Knowledge of internal banking procedures related to traded risk
• Experience mentoring junior team members or reviewing peer work
• Exposure to requests from external auditors or regulators

Your responsibilities

• Developing and enhancing market risk and pricing models for trading portfolios
• Applying statistical and financial modelling techniques to risk-related data
• Conducting stress testing and scenario analysis to assess model robustness
• Reviewing and validating risk models for accuracy and compliance
• Supporting model documentation and responding to regulatory requirements
• Collaborating with teams to align models with evolving capital frameworks
• Preparing technical materials for internal and external stakeholders
• Reviewing peer work and providing constructive feedback
• Liaising with audit and regulatory teams to address model-related queries
• Supporting junior analysts with guidance and technical assistance