2 of 2 Permanent Market Risk Jobs in Wales

Responsibilities: Engage in the validation and approval sign off of the firm's models across Liquidity Risk, Market Risk, and Counterparty Risk models. Challenge model assumptions, implementations, and mathematical formulations. Review and oversee the monitoring of the performance of models including outcomes, verification, and benchmarking. Understand … Requirements: Education: PhD/Masters in a finance/mathematical/quantitative field Prior Experience: 3-5 years in model validation of liquidity/market/counterparty risk models. Knowledge: Strong understanding and experience working with ILST/VaR models Technical: Python ...

technology and build a more sustainable, more inclusive world. Your Role: Seeking a skilled Data Analyst with expertise in Teradata, Informatica ETL, and risk modeling using SAS and Python. Design and implement ETL workflows to manage data extraction, transformation, and loading into Teradata. Build and maintain risk models … credit, operational, and market risk analysis. Conduct data profiling, cleansing, and validation to ensure accuracy and consistency. Collaborate with stakeholders to gather requirements and deliver data-driven solutions. Perform exploratory data analysis to uncover trends and support risk mitigation. Automate reporting and dashboard creation using Python ...