Senior Analyst, Risk Management FTC
Core
Validate and monitor pricing and risk models for a global clearing house, ensuring accuracy, robustness, and regulatory compliance across market, credit, and liquidity risk frameworks.
Role type
Senior IC model risk analyst
Builds
Risk and pricing models, stress testing frameworks, and monitoring tools for exchange-traded derivatives
Domain
Financial services / Clearing house / Quantitative risk
Deliverable
production ML models
Required skills
Model validation, stress testing, option pricing theory, statistical risk modelling (VaR, Backtesting), Python (NumPy, Pandas), SQL, regulatory interpretation
Preferred skills
PRM, FRM, CFA, clearing house experience, SR 11-7 guidelines knowledge
Technologies
Python, NumPy, Pandas, SQL
Responsibilities
Conduct independent validation of risk and pricing models and review stress testing frameworks; Document validation findings, communicate risks, and recommend improvements; Continuously monitor model performance and drive risk mitigating actions; Review model change and calibration proposals; Utilize programming skills to develop technical capabilities and tools for model testing and monitoring
Seniority
Senior, hands-on IC