Capital Models Director

• Capital Models Director
• Derivatives and Markets firm.

This is a specialist firm in the markets and derivatives industry. They provide expertise and technical analysis and advice on risk, regulatory capital, and margin issues in the derivatives market.

This role sits in the Capital Markets Benchmarking division.

The role of Capital Models Director will play a pivotal role in the Benchmarking division.

This function is responsible for evaluating the implementation and performance of regulatory capital models across firms.

In this role you will apply strong analytical skills to lead benchmarking exercises for Basel III market and counterparty credit risk models.

You will conduct deep dive analyses of benchmarking data to uncover trends, anomalies, and opportunities for model refinement and regulatory engagement, ensuring robust and insightful comparisons across firms.

Contribute to the evolution of the analytics platform by enhancing automation, improving data workflows, and expanding the scope of analytical content.

Write summary reports that communicate technical findings to both internal and external stakeholders.

A successful Capital Models Director should have:

• Demonstrated knowledge and experience of derivatives markets and global regulatory capital frameworks, particularly Basel III capital models.
• Expertise in market risk or counterparty credit risk; experience in both is highly desirable.
• Strong analytical and quantitative skills, with the ability to interpret complex model outputs and benchmarking data.
• Python coding for data analysis and automation.
• Quantitative background essential.
• Master's degree required; PhD preferred.

For the Capital Models Director:

• A competitive salary ranging please enquire.
• Comprehensive benefits package to be shared upon discussion.
• Banking and Financial Services sector
• City of London.