Senior Risk Analyst - Shape Clearing Risk & Models

ICE; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

ICE Clear Europe seeks a Senior Risk Analyst to support the Risk Department in calibrating and improving risk models across multiple asset classes. You will enhance risk tools, assist in policy development, and communicate with risk committees and ICE leadership.

A quantitative degree and strong problem-solving skills are essential. The role emphasizes collaboration, rigorous analysis, and the ongoing design of new risk initiatives and products to benefit the business, with exposure to

Qualifications

• Degree or equivalent in a mathematical/quantitative field.
• Strong problem-solving with attention to detail.
• Experience in risk management in finance is advantageous.
• Knowledge of derivatives and risk models preferred.
• Experience applying VaR, Liquidity Risk, backtesting and stress testing.
• Proficiency in SQL and Python is required.
• Excellent written and verbal communication skills.

Responsibilities

• Conduct mathematical/statistical analysis to calibrate and enhance risk models.
• Ensure the risk framework and policies align with regulatory standards.
• Assist in identifying areas to improve risk models and processes.
• Enhance documentation of risk processes, procedures and models.
• Communicate with clearing members, risk committees and ICE senior management.
• Build and maintain risk management reports for ICE Clear Europe board and regulators.
• Monitor model performance tests and assess model suitability.
• Collaborate with colleagues on policy and methodology development.
• Conduct project work and run thematic or ad-hoc market research on risk topics.

Skills

Risk management

Mathematics

Analytical thinking

Python

SQL

Communication

Teamwork

Problem solving

Education

Degree in Mathematics, Engineering, Finance or equivalent

Tools

SQL

Python

Job description

ICE Clear Europe seeks a Senior Risk Analyst to support the Risk Department in calibrating and improving risk models across multiple asset classes. You will enhance risk tools, assist in policy development, and communicate with risk committees and ICE leadership.

A quantitative degree and strong problem-solving skills are essential. The role emphasizes collaboration, rigorous analysis, and the ongoing design of new risk initiatives and products to benefit the business, with exposure to