Back-testing Team Lead
I currently have a contract opportunity within a top Investment Bank's Credit Risk Reporting group for a Team Lead.
The group are currently working to improve the reporting process for the strategic Basel III framework. This role will see you working with various key stakeholders including IT, quant analytics and risk managers to implement a new derivatives backtesting process fit for Basel III. The role has a split between business and IT and will also require you to work closely with developers and quants to developr reporting automation.
Key Requirements:
- Solid understanding of derivative products
- Strong Knowledge of Credit Risk Exposure methodologies
- Masters in a Mathematical Field (Finance, Financial Engineering) with any industry qualifications an advantage (CQF, FRM etc)
- Excel/Access VBA (C++ advantageous)
The role is an initial 6 month contract based in London (Canary Wharf)
Back-testing, Backtesting, Credit risk, Derivatives, Risk Management, Basel III, Data, EEPE, PFE, Excel, VBA, C++
To find out more about Real, please visit us on www.realstaffing.co.uk
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