Director, Traded & Quantitative Risk, Financial Risk

at  Deloitte

REQ #

17086
Job description

CONNECT TO YOUR OPPORTUNITY

• We are seeking a Director with strong demonstrable experience in Traded Risk (Market Risk and / or Counterparty Credit Risk) to join our dynamic team.
• As a Director in TQR, you will be responsible for the management and delivery of client projects / workstreams, including the management and development of junior team members. Additionally, there are opportunities to support internal business development activities and client relationship development.
• The role will require in-depth knowledge of relevant Traded Risk regulations, e.g., the Fundamental Review of the Trading Book (FRTB) and ability to work collaboratively across functions (Front Office, Risk, Methodology, IT) within financial institutions (e.g. investment banks).
• The role will involve effective management of Model Risk, and application of quantitative and qualitative analytical skills across both model development and validation.

CONNECT TO YOUR SKILLS AND PROFESSIONAL EXPERIENCE

• Proven experience in Market Risk and / or Counterparty Credit Risk (or equivalent).
• Extensive experience with Traded Risk regulations (e.g. FRTB) and deep understanding of its requirements and implications.
• Strong quantitative skills with proficiency in Traded Risk modelling (e.g. VaR) and experience in model development and / or model validation.
• Strong leadership and team management abilities.
• Proven ability to work collaboratively across functions such as Front Office, Risk, Methodology, IT.
• Demonstrated experience in engagement with senior stakeholders and governance committees.
• Strong knowledge of Model Risk Management principles, regulations and effective model governance practices.
• Advanced knowledge of programming languages such as Python.

Please refer the Job description for details