Risk Analyst

Intercontinental Exchange Holdings, Inc.•New York, NY

2d•$87,600 - $118,500•Onsite

About The Position

ICE Clear Europe’s Clearing Risk Department (CRD) is seeking a front office risk analyst. The successful candidate will support senior risk managers in overseeing and developing risk management practices at a major futures and options clearing house. This dynamic role offers exposure to diverse asset classes and complex risk challenges. Responsibilities include managing daily risk operations, enhancing risk management tools, models, and processes, and participating in new risk initiatives and product development.

Requirements

Master’s Degree in Mathematical Finance or equivalent degree
Attention to detail and strong problem-solving skills with the ability to balance trade-offs
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
Excellent written and verbal communication skills

Nice To Haves

Prior experience in risk management as a risk analyst or relevant professional experience (at an investment bank, hedge fund, or clearing house)
Strong knowledge in financial derivatives products in multiple asset classes
Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting, and stress testing models
Experience with SQL and Python

Responsibilities

Conduct mathematical/statistical analysis to calibrate and enhance risk models
Ensure the risk management framework and risk policies are adhered to and are consistent with regulatory and industry standards
Assist with identifying areas where 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 to demonstrate policy adherence
Collaborate with colleagues on key policy and methodology development
Conduct project work and run thematic or ad-hoc market research on relevant risk topics