Basel III, Market Risk modelling Professional

Job Description

Responsibilities Provide advanced quantitative analysis and modelling to address complex market risk challenges. Develop, validate, and implement quantitative risk models (including VaR, ES, Stress Testing, Risk Factor scenario generation etc.). Provide thought leadership in quantitative methodologies, regulatory requirements (e.g. Basel III, FRTB), derivatives pricing techniques. Collaborate with multiple internal stakeholders across the lines of defence and Technology to ensure accurate implementation. Lead project teams, mentor and supervise junior team members, and ensure high-quality delivery. Support business development initiatives, including identifying new opportunities and developing proposals. Required Skills & Experience Minimum of 3 - 10 years of relevant experience in quantitative modelling, market risk management or counterparty risk management, derivatives pricing, or risk advisory within financial services. Demonstrated experience in one or more of the following areas: derivatives portfolio analysis, derivatives pricing, statistical methods including AI/ML, stochastic modelling techniques, and programming (e.g. Python). Excellent analytical and problem-solving skills with the ability to translate complex quantitative concepts clearly to non-technical stakeholders. Strong understanding of financial markets, trading products, and risk management principles. Preferred Qualifications Degree in Finance, Mathematics, Engineering, or a related quantitative field. Experience with Basel III regulations. Exposure to risk transformation projects or global capability centre environments. Professional certifications are a plus. Soft Skills: Excellent communication and interpersonal skills Strong problem-solving and decision-making abilities Ability to work under pressure and meet deadlines Attention to detail and organisational skills Leadership and team management skills