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Job Description

Lead responsibilities for data governance of historical market data used in calculating Value at Risk (VaR), Stressed Value at Risk (SVaR), and other critical Market Risk metrics.

Working closely with the Market Risk Methodology, Line of Business Risk Managers, and Technology teams, the candidate will work to enhance our overall risk management capabilities and provide support for the implementation, testing, and rollout of VaR/S-VaR market risk models.

With a good working knowledge of market data infrastructure, data flows and market risk models, the candidate will be expected to play a significant role in the business design and risk system requirements, ensuring the completeness and accuracy of all market risk models.

A good understanding of the key risk drivers at product, business, and firm-wide levels is required. Additionally, a proven track record in the operational aspects of Market Risk, including design, testing, and monitoring of Market Risk processes. The ability to contact and communicate portfolio impact analysis on process changes and updates to Line of Business Risk Managers potential risks is required.

The candidate will liaise with Line of Business Risk Managers to provide market risk oversight, quantitative risk implications of regulatory changes, new product development etc. and enhance market risk models to reflect changes in the business environment. The role requires a flexible approach that can deal with problems that require pragmatic solutions and innovative thinking.

We are a company committed to creating diverse and inclusive environments where people can bring their full, authentic selves to work every day. We are an equal opportunity/affirmative action employer that believes everyone matters. Qualified candidates will receive consideration for employment regardless of their race, color, ethnicity, religion, sex (including pregnancy), sexual orientation, gender identity and expression, marital status, national origin, ancestry, genetic factors, age, disability, protected veteran status, military or uniformed service member status, or any other status or characteristic protected by applicable laws, regulations, and ordinances. If you need assistance and/or a reasonable accommodation due to a disability during the application or recruiting process, please send a request to [email protected] learn more about how we collect, keep, and process your private information, please review Insight Global's Workforce Privacy Policy: https://insightglobal.com/workforce-privacy-policy/.

Skills and Requirements

7+ years Time series experience

Heavy SQL

Heavy Python