• Permanent, Full time
  • Anson McCade
  • 2019-02-20
  • London, England, United Kingdom
  • Negotiable
  • Full time

Portfolio Strat

Analytics and technology are seen as central to the Global Markets business, and not as support functions. The Strat team combines expertise in quantitative analytics, modeling, pricing and risk management with deep understanding of system architecture and programming.

The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.

Key responsibilities:

  • Primarily focused on Financial Resources, the Portfolio Strat team enable the business to better understand and manage scarce resources as well as building tools to better price for them.
  • Specifically, the focus of this position is on Market Risk RWA, including the implementation of FRTB Internal Model and FRTB Standardized Approach.
  • The wider Portfolio Strat team are focused on Liquidity reporting, Market and Credit Risk RWA and Credit Value Adjustment (CVA) / Funding Valuation Adjustment, but as regulation changes the team refocuses on the current constraints.
  • Part of an overall CIB Strat team working to migrate all Global Markets businesses to the single strategic analytics platform.

You will have:

  • Strong computing and programming (coding) skills.
  • Strong numerical, mathematical and data modelling skills.
  • Strong quantitative analytic, modeling, pricing and risk management skills and experience in the financial services industry.
  • The skills to solve complex business problems.
  • The desire to collaborate with a wider organization and the ability to guide technology teams by providing subject matter expertise.
  • Experience with FRTB or other Market Risk subjects is a plus but not a pre-requisite.

You will be:

  • A team player with strong interpersonal skills, leadership skills and multi-cultural understanding.
  • Able to multi-task different projects and prioritize against tight deadlines.
  • An excellent verbal and written communicator paired with strong presentation skills.
  • Willing and able to travel occasionally.