FS_BUSINESS CONSULTING_FSRM-QAS TRADING BOOK_GIGNOW-SENIOR

About this role

• Development/enhancement of methodologies and infrastructure within XVA Fair Value Adjustments space.
• Contribution to the Analytics Python and C++ libraries
• Participate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables.
• Work with other teams within Global PC Analytics, e.g. Stress Test to ensure XVA infrastructure allows to satisfy all regulatory requirements.
  
  

• PC senior management, Project Sponsors, Project Managers, GB&M business and Management Office, banking regulators.
  
  

• Work with other areas within PC Analytics, Finance IT, Product Control, Group Finance, Liaise and work together with key stakeholders.
  
  

• Encourage efficient and streamlined processes for PC Global Analytics.
• Ensure policy / methodology consistence across all business areas as well as across all sites globally
• Maintain internal control standards, including timely implementation of internal and external audit points together with any issues raised by external Regulators;
• understand and ensure compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the areas in which you are involved specifically Internal
• Controls and any Compliance policy including, inter alia, the Group Compliance policy.
• Ensure that there is full compliance with the Global Markets FIM
  
  

• Internal and external stakeholders are satisfied with level and quality of communication and solutions.
• 360-degree feedback.
• All issues are identified and escalated with an appropriate action plan.
• Feedback from stakeholders on communication and effectiveness
• To maintain the internal control standards including the timely implementation of internal and external audit points, together with any issues raised by external regulators.
• To ensure Testing is at standards and properly documented
  
  

• Ensure deliverables are aligned to expectations and timelines, ability to work under pressure
• In depth analysis/investigation and developing suitable solutions
• Ensure our models and methodologies are compliant with regulatory requirements
• Ability to adapt to sudden changes in requirements and managing stakeholder expectations
• Communication with various key stakeholders globally
• Ensuring accuracy and high quality of deliverables
  
  

• Establish close links with Product Control, Market Risk and the Business and Independent Model Review.
• Assist in addressing regulatory driven initiatives and change.
• Close working contact with senior managers (from the Business, Product Control and Market Risk).
• Maintenance of excellent relationships with internal clients and external auditors / regulators.
• Complexity of markets and products make this a challenging and interesting role.
  
  

• Ensure that team governance and procedures are managed in accordance with the Group Standard Manual, Market Risk and Finance FIM, PC best practice guidelines and regulatory environment.
  
  

• Maintains internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.
• Understands, follows and demonstrates compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the business in which the jobholder is involved, specifically Internal Controls and any Compliance policy including, inter alia, the Group Compliance policy.
  
  

• University degree (Class 2:1 or equivalent)
• Masters or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics, Engineering)
  
  

• Strong analytical and problem solving skills
• Familiarity with Valuation Adjustments (XVA), Funding and Liquidity
• Knowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards, options)
• Python proficiency, familiarity with SQL and source control
• Familiarity with C++ is an advantage
• Excellent communication skills (both written and verbal)
• Attention to detail and consideration of timelines
• 2-3 years of relevant working experience