Financial Risk Lead
Core
Independent quantitative authority responsible for identifying, measuring, managing, and supervisory reporting of financial risks across local and global portfolios.
Role type
Senior IC quantitative financial risk lead
Builds
Regulatory capital adequacy frameworks, stress-testing engines, and automated risk limit controls for CFD trading
Domain
Financial services / Quantitative risk management / Regulatory compliance (EU/UK)
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Quantitative financial risk modeling, Regulatory (EU) 2019/2033 & 2019/2034 expertise, Market risk measurement (VaR, Expected Shortfall), Credit & counterparty risk analysis, Liquidity risk modeling, SQL, Excel/VBA
Preferred skills
Python or R for risk engine modeling, FRM/PRM/CFA certification, Experience in brokerage/investment banking
Technologies
SQL, Excel, VBA, KNF/EBA reporting systems, XBRL/XML
Responsibilities
Calculate and monitor daily regulatory capital consumption under IFR/IFD framework, Design and execute annual ICAAP/ICARA and ILAAP processes, Define and enforce market risk limits across CFD asset classes, Track daily counterparty default and concentration risk, Own quantitative calculations for regulatory returns to KNF and EBA
Seniority
Senior, hands-on IC
