Index Risk Analytics VP
As the Index Risk Analyst you will have coverage across the following:
- Resetting risk monitoring and investigation of any threshold excesses within Front Office
- Index Administration Controls from a 2nd Line of Defence point of view
- Index Methodology reviews across all asset classes including back testing and market assessments
- Interest Rate and FX Benchmarks Submission methodology reviews required by EU, US and APAC regulators (e.g. LIBOR, TIBOR, etc)
- Ad-hoc research on a variety of topics covering indices and benchmarks (e.g. calibration, hypothesis testing etc)
You will have these attributes:
- Broad asset class / product knowledge, specialisation in Equity, Commodities or Multi-asset are most beneficial.
- Direct or indirect experience in Indices space.
- Prior background in Consulting or Market data provider would be appreciated.
- An interest and passion in data technology, big Data and the Fintech industry
- Solid experience in using large data sets. Competency in VBA is non-negotiable and preference for understanding and experience using Python.
- Familiar with third party vendor systems within the index space
- Interest, experience of understanding of regulatory developments and reforms related to the index trading space. Knowledge of IOSCO principles, LIBOR reform would certainly be of interest.
- Ability to adapt to changes in regulation, legislation and auditing standards
- Preferably working towards or completed further study i.e. CQF or CFA
- A proven quantitative academic background
To find out more about the Index Analytics Officer job based in London contact Harriet King on firstname.lastname@example.org or call +44207509 8258.