Index Risk Analytics VP

Employer
Robert Walters UK
Location
London, United Kingdom
Salary
Negotiable
Posted
Sep 15, 2017
Closes
Oct 21, 2017
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

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 harriet.king@robertwalters.com or call +44207509 8258.