Counterparty Credit Risk Modeller (CVA/VaR) – Tier One Investment Bank recruitment
Contract
Risk Model Validator - Investment Bank - France
My client is a Tier One Investment bank who is looking to add a Senior Modeller to join its expanding team in France. The candidate will be working closely with Counterparty Credit Risk Models and an understanding of Quantitative methodologies is very beneficial.
Skills Set - Risk Model Validator - Investment Bank - France
- Design and perform validation tests on models
- Validate backtest framework
- Validate simulations
Experience - Risk Model Validator - Investment Bank - France
- In depth knowledge of modelling methodologies
- Strong experience of CVA and VaR
- Experience of challenging model methodology used
- Experience of VBA
Key Words: Modelling, Counterparty Credit Risk, CCR, CVA, Quantitative,VBA, France, Investment Bank, Tier One Investment Bank
Start date: June
Location: France
Rate: Circa 900 EUROS
Contract length: 6 months +
Skills: Risk management, asset management, exposure management, interest rate risk, liquidity management, gap analysis, ALM, VBA
Contact: Frank Stephenson