Finitas are delighted to be working with a leading Investment Bank based in London. They are looking for several Quantitative PMs to join their growing team for the LIBOR transition
Responsibilities -
- Assist with collection, analysis and determination of the impact of LIBOR transition on various functions including treasury, finance, valuation & product control, banking book and hedge accounting
- Prepare road map for the implementation of LIBOR transition and support impacted functions through the execution phase
- Provide regular governance, reporting
- Coordinate central Program PMO processes
- Prepare model roadmap for re-development of impacted models and non-models and do quantitative analysis
- Support design and implementation of requirements for impacted systems
- Conduct/support quality assurance of business process and develop/maintain supporting documentation in line with project/regulatory expectations
- Provide subject matter expertise for internal/external queries
Knowledge, Experience and Skills -
- Experience in working on similar assignments
- Strong analytical and quantitative skills with attention to detail
- Ability to efficiently manage large data sets of trade and risk data
- Experience with programming languages like Python or SQL
- Strong understanding of global markets trading products, FO, risk and treasury processes
- Exposure to any of the regulatory guidelines including Volcker rules, MiFID II / MiFIR, Basel III, IBOR, FRTB, CRD & CRR, SFTR
- Strong verbal and written communication skills
This is a fantastic opportunity to join a global and continually growing company. Interviews are happening next week, this role won't be around for long!
