Do you happen to think often about risk and how to manage it? Are you eager to know more about implementation of counterparty risk models and the governance around it?

We are looking for a detail-oriented individual who has a passion for numbers and data. The ideal candidate should be eager to learn and able to complete tasks independently when provided with the right information. While you will receive comprehensive training and ongoing support, your ability to work autonomously and efficiently will be key to your success in this role. You will be expected to analyze data, generate insights, and contribute to various projects, all while being guided and supported by our experienced team. Your responsibilities:

• Develop and maintain models in the counterparty exposure modelling team ensuring the model is fit for purpose (focusing on the Margin Period of Risk – MPoR- Model).
• Ensure adherence of the model to applicable regulations and internal policies.
• Interact often with the validation team and prepared detailed reports documenting model changes.
• Build prototypes in python, including testing codes that will be used in IT productions systems.
• Support various stakeholder requests about the model (Regulators, Audit, Front Office).