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Responsibilities

A&R are responsible for reviewing, publishing, interpreting and communicating the firm's independent and authoritative risk & capital measures, which includes:

• Developing & maintaining engaging approaches to share curated risk insights through interactive dashboard tools.
• Enhancing and managing processes that quantify, review, explain & convey insight for risk & capital measurements for a large, diverse set of financial products or activities covering the whole Firm. Either on an activity by activity basis or in aggregate.
• This involves developing and utilizing tools & signals to assist understanding risk & capital metrics, at varying levels of aggregation across the Firm, in order to discover insight while ensuring metrics continue to operate in line with intent.
• Understanding financial & non-financial risk by analyzing pricing, risk & capital model outputs to evaluate, explain and justify features observed in the Firm's risk data.
• Automation engineering to improve control, reduce operational risks & costs and enhance the Firm's metric timeliness & availability increasing awareness of significant risks
• Testing, developing & integrating new/updated workflows and documentation
• Providing independent risk & capital metric process consulting for new or existing business activities in the Firm.
• Liaising with groups such as Modelers/Strats, Technologists, Trading & Investing businesses, Operations & Controllers to understand & explain observations in Risk data.
• Coordinating with firm internal governing bodies such as Risk Committees and executive members of the firm
• Interacting with firm external governing bodies such as external regulators and industry bodies

Qualifications, Skills & Aptitude

Eligible candidates are preferred to have the following skills and aptitude:

• Entrepreneurial, creative, self-motivated and team-orientated
• Excellent written and verbal communication skills.
• Masters or Bachelors degree in a quantitative discipline such as mathematics, physics, econometrics or engineering.
• Practical knowledge of mathematics and numerical algorithms, including statistics and time series analysis.
• Experience with, or keen interest to develop expertise in, programming skills with various languages such as Python, HTML, Javascript and/or C++.
• Experience with, or keen interest to develop expertise in, development of risk analytics, interpretation & productivity tools for cultivating insights into risk & capital metric data.
• Experience with, or keen interest to develop expertise in, pricing, risk and capital models.

Experience with, or keen interest to develop expertise in, financial markets & economics