Senior Analyst, Risk Management
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Key skills for this role
Role Overview
ICE Clear Europe’s Clearing Risk Department (“CRD”) is looking for a Senior Risk Analyst.
The successful candidate will assist the senior risk managers in overseeing and shaping the risk management practice at one of the largest futures and options clearing houses in the world.
You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged with complex risk problems.
You will be responsible for carrying out all aspects of the day-to-day risk management duties and assist in developing and implementing enhancements to the risk management tools, models, and processes.
You will also participate in the design and implementation of new risk initiatives and products that benefit the business.
Key Skills for This Role
Full Job Posting
Job Purpose
ICE Clear Europe’s Clearing Risk Department (“CRD”) is looking for a Senior Risk Analyst. The successful candidate will assist the senior risk managers in overseeing and shaping the risk management practice at one of the largest futures and options clearing houses in the world. You will be joining a very dynamic team, be exposed to a wide range of asset classes and be challenged with complex risk problems. You will be responsible for carrying out all aspects of the day-to-day risk management duties and assist in developing and implementing enhancements to the risk management tools, models, and processes. You will also participate in the design and implementation of new risk initiatives and products that benefit the business.
Responsibilities
- Conduct mathematical/statistical analysis to calibrate and enhance risk models
- Ensure the risk management framework and risk policies are being adhered to and are consistent with regulatory and industry standards
- Assist with identifying areas where the risk models, risk management processes, or infrastructure can be improved
- Enhance documentation of risk processes, procedures and models
- Assist with communication with representatives from clearing members, risk committees and senior management of ICE
- Build and maintain risk management reports for the ICE Clear Europe board, various ICE Clear Europe risk committees and the regulators overseeing ICE Clear Europe
- Monitor model performance tests and assess the appropriateness of models in order to demonstrate policy adherence
- Collaborate with a group of colleagues on key policy and methodology development
- Conduct project work and run thematic or ad-hoc market research on relevant risk topics
Knowledge and Experience
Degree in Mathematics, Engineering, Finance or other equivalent degrees
Attention to detail and strong problem-solving skills with the ability to balance trade-offs
Prior experience in risk management as a risk analyst or relevant professional experience (at an investment bank, hedge fund or clearing house) will be an advantage.
Strong knowledge in financial derivatives products in multiple asset classes preferred
Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models will be an advantage.
Ability to be a team player and to collaborate with other teams
Ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner
Experience with SQL and Python
Excellent written and verbal communication skills
About Intercontinental Exchange
Global operator of financial exchanges, clearing houses, and mortgage technology.
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