London, Florida, United Kingdom
42 days ago
Senior Risk Analyst
Job Description Job Purpose ICE Clear Credit’s Risk Management department is looking for a senior risk analyst. The successful candidate will assist the senior risk manager in overseeing and shaping the best risk management practices at the largest credit default swaps (CDS) clearinghouse in the world. You will be joining the CDS risk team based in London and be responsible for carrying out several aspects of the day-to-day risk management duties and assist in developing and implementing enhancements to the risk management tools, models and processes. Responsibilities Monitor on daily basis the risk exposure of Clearing Participants and clients (e.g., asset managers, hedge funds, etc.). Monitor model performance test results and assess the appropriateness of models to demonstrate model’s capital efficiencies and policy adherences. Run and enhance risk management analyses and reports for ICE Clear Credit Risk Committee, Board, Clearing Participants, clients and various regulators. Conduct mathematical and statistical analysis to calibrate model parameters and enhance risk models. Create business requirement documents to implement new Risk Management system features. Conduct project work and run thematic or ad-hoc market research on relevant risk topics. Be a team player and cultivate a strong Risk Management culture. Knowledge and Experience Strong analytical background with a solid knowledge of economics and financial markets (graduate degree in Economics, Financial Mathematics or a related discipline). Attention to details, strong problem-solving skills and sense of responsibility. Prior relevant professional experience in Risk Management, data analysis, portfolio management, and/or risk systems. Prior experience in applying Risk Management models and techniques such as Value-at-Risk models, Liquidity Risk models, back-testing and stress testing models preferred. Ability to be a team player and to collaborate with other teams. Excellent written and verbal communication skills. Experience with SQL and interpreted language programs preferred (e.g. Matlab, Python). Schedule This role is on-site in our London office.
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