Senior Vice President, Group Risk Management (Head of Risk Infrastructure)
- Drive the business requirements, solution validation and proof of concepts activities for risk infrastructure building.
- Define and create quant risk libraries utilising the quant development platform.
- Work with the Model Risk control team and the 1st line teams on the development of internal model development standards and controls.
- Socialize and educate the rest of the group risk and 1st line teams on the utilisation of the risk infrastructure.
- Establish as a centre of excellence to drive best practice and adoption across the organization.
- Work with the rest of GRM teams to create automation and risk analytics / reports utilising the new risk infrastructure.
- Support any other model development activities for group level financial risk monitoring and model risk control purposes.
- Master's degree or above in quantitative finance, mathematics, economics, computer science or related discipline.
- Professional risk qualification (or studying towards) would be beneficial (e.g. CFA, FRM).
- Strong level of experience (ideally 10-15 years) of working in a model development or quantitative development function within a CCP or investment bank.
- Understanding of market, credit and liquidity risk models and principles and industry best practice.
- Understanding and experience of complex systems.
- Ideally, the successful candidate will have experience of working within an Exchange or Clearing House and familiarity with the requirements of CPMI-IOSCO.
- Previous experience of defining and / or implementation of production grade systems / solutions that are financial risk related.
- Hands on experience of creating financial risk methodologies, policies and underlying model implementations.
- Strong and confident communicator both verbally and in written form. The successful candidate will need to have strong influence across the organization and will need to communicate complex risk problems to senior management and broader audiences where required
- Seasoned manager with the ability to lead an effective team to execute organizational and departmental strategies
- Proficient with data analysis and risk modeling
- Demonstrates sound and reasoned judgment at all times