Industry: Accounting, Finance & Insurance•
Less than 5 years
Posted 90 days ago
Prestigious Global Financial Services conglomerate (position located in Washington, DC) seeks entrepreneur (Masters in Quantitative Finance a +) 3+ years Financial Services or Banking (Consulting experience a +) experience in Risk Management and Capital aspects of OTC derivatives. Strong quantitative skills and knowledge as well as experience of financial derivatives products and markets. Work on capital issues including providing analytical and quantitative analysis to policy making discussions.
Must have detailed knowledge of any of the following: SIMM Modeling, Basel Capital Accords and US Agency rule makings as they apply to OTC derivatives as well as global transposition. Strong Python and Excel VBA or R and Excel VBA.
Work with regulators, policymakers and other standard sitting bodies to develop industry positon and produce technical analysis and advice on counterparty risk and regulatory capital issues in the cleared and uncleared derivatives market. Ensure risk sensitive regulation and capital charges are applied to various financialrisks and across different markets and jurisdictions. Act as solutions specialist and facilitate as well as adopt best and effective risk management practices within the cleared and uncleared derivatives market, including CCPs. Minimize risk and ensure safe efficient markets. Focus on global capital regulation and national implementation in the US through legislation and US agency rule making. Will play a key role in global capital regulation debate. Involved in various capital regulation initiatives from revisions within Basel Capital Accords in respect to OTC derivatives. Understand proposed regulations and interact and support key risk working groups on risk and capital matters including FRTB, CVA, LR, SA-CCR and NSFR. Follow regulatory developments in risk and capital with emphasis in US regulation. Responsible for ensuring the effective running of groups. Respond to regulatory publications, consultations and discussion documents. Contribute to conferences to educate and raise awareness. Must have strong written and verbal communication skills. Must be a confident public speaker. Any ISDA conference experience a big +.
Please submit resume in Word doc format (Please NO pdf)
**AN EQUAL EMPLOYMENT OPPORTUNITY EMPLOYER**