Risk Analyst - Governance and Regulation

Intercontinental Exchange ,
London, Greater London
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Job Description

Job Purpose To work as part of a busy risk management team involved in the clearing of commodity, financial derivatives and Credit Default Swaps. The role requires both in-depth technical expertise in particular areas of risk management and derivatives, and the broad understanding of regulation for a complex, systemically important clearing and central counterparty. It offers an opportunity to be part of a small team gaining experience across derivative pricing models, market, credit, margin, stress testing, as well as model performance and policy issues. The role will also involve the effective communication to senior management, Risk Committees and regulatory bodies. Responsibilities * Perform regulatory self-assessments and support regulatory exams * Perform risk assessments for regulatory bodies, senior management, and risk committees * Support the development and delivery of regulatory requests related to clearing risks * Review of policy, procedures and risk model documentation * Support the implementation and maintenance of the governance for risk models * Support and manage R&D activities related to clearing risks Knowledge and Experience * Degree or equivalent education in a numerical discipline * Post-grad degree in a numerical discipline is desirable * Experience with time series statistical models (e.g., GARCH, EWMA, Seasonality, etc.), market risk models (e.g., Value at Risk, Historical Simulation, Filtered Historical Simulation, etc.) and derivatives pricing models (e.g., Black and Scholes, Binomial, SABR, etc.) * Experience with regulation is essential. Central counterparty regulation is desirable * Proven record applying or implementing models used in risk management is desirable * Advanced knowledge of MS Excel and Python is essential. SQL, Oracle and R is desirable * Good attention to detail with ability to work independently and also as part of a team * Excellent written and spoken English * Self-motivated, proactive and is able to work under pressure within a diverse team, operating in several time zones to tight deadlines Additional Information * Job Type: Standard * Schedule: Full-time

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