Financial Engineer, Financial Risk Analytics Financial Engineer, Financial Risk Analytics …

IHS Markit
in London, United Kingdom
Permanent, Full time
Be the first to apply
IHS Markit
in London, United Kingdom
Permanent, Full time
Be the first to apply
Financial Engineer, Financial Risk Analytics
Financial Engineer, Financial Risk Analytics

Company & Team - "About Us"

IHS Markit's Financial Risk Analytics (FRA) continues to innovate and deliver best in class risk analytics to its clients. Our solution suite is comprised of traded market risk (including the Fundamental Review of the Trading Book), counterparty credit risk, stress testing, and derivative valuations adjustments (xVA) solutions. The solutions cover a broad range of asset classes including Equities, FX, Rates, Inflation, Fixed Income, Commodities, Credit and Structured Products.

The suite of products and solutions enable our clients to effectively calculate, manage and hedge risks on their derivative portfolios. FRA sits within Financial Services division of IHS Markit.

We are looking for a Financial Engineer/Quantitative Analyst to join our Financial Engineering team. The team is responsible for building and supporting our financial risk analytics library which consists of:
  • Risk Factor Simulation Models
  • Cross asset pricing library
  • XVA, Credit, Market and Regulatory Risk Measures

Duties and Responsibilities - "Your Role"

You will be part of the Financial Engineering team in London. Working alongside other Financial Engineers, software developers and product experts you will be responsible for adding risk analytic capabilities to our solution suite. Additionally, the team is responsible in supporting existing clients and showcasing modelling capabilities in our products to new prospects, so an aptitude for client engagement is a key benefit.

Key responsibilities include:
  • Develop, test and maintain methodologies for xVA risk measuresAnalyse current industry practices on modelling choices and its impact on the financial library
  • Document risk models along with their assumptions, interfaces
  • Work with Product Management team to develop demos and carry of proof of concepts using the solutions
  • Analyse regulatory updates and its impact on the financial library
  • Support existing client use cases and implementations

Job Requirements - "About You"

You are highly motived, self-starting individual who loves working on analytical problems. You should be good with a programming language eg. Python. You will be well versed in financial derivatives and the current trends in the industry. You will be interacting with other teams and with clients as well, hence good written and oral communication is essential for this role. You should be able to articulate complex ideas effectively to internal and external audience.

Key Qualifications and Skills:
  • Numerate degree
  • Minimum 2 years' experience as a Financial Engineer at a bank or other fin tech company
  • Sound coding skills in Python, Matlab
  • Experience in financial derivatives, financial risk management, xVA
  • Effective written and oral communication skills
  • Self-starter and proactive

Good to have:
  • Understanding of Market Risk
  • Familiarity of Scala, Spark
  • Knowledge of regulatory capital requirements under Basel 3 and SACCR

Job Benefits - "What we offer"

  • Competitive compensation package
  • Opportunity to work with experts in the field and learn from them
  • Work with the best of breed technologies
Inclusion and diversity are critical to the success of IHS Markit, and we actively encourage applications from people of all backgrounds. We are committed to providing equal employment opportunity without regard to race, color, religion, sex, sexual orientation, gender identity, age, national origin, disability, status as a protected veteran, or any other protected category. For more information on the many ways in which we enthusiastically support inclusion and diversity efforts for both candidates and employees, please access our Inclusion & Diversity Statement here .

We are proud to provide reasonable accommodations to applicants with disabilities. If you are interested in applying for employment with IHS Markit and need special assistance or an accommodation to use our website or to apply for a position, please contact or call +1 212 849 0399. Determination on requests for reasonable accommodation are considered on a case-by-case basis. This contact information (email and phone) is intended for application assistance and accommodation requests only. We are unable to accept resumes or provide information about application status through the phone number or email address above. Resumes are only accepted through the online application process, and only qualified candidates will receive consideration and follow-up.

IHS Markit maintains a substance-free workplace; employees may be asked to submit to a drug test (where permitted by law). In addition, as a federal contractor in the United States, the company participates in the E-Verify Program to confirm eligibility to work.

For information please click on the following links:

IHS Markit Business Code of Conduct
Right to Work
EEO is the Law
EEO is the Law Supplement
Pay Transparency Current Colleagues

If you are currently employed by IHS Markit, please apply internally via the Workday internal careers site.

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