Credit Model / Margining Validation recruitment
My client, a leading global investment bank are currently looking for a Model Validations specialist to join their growing prime brokerage business
The successful candidate will have a minimum of 6 years' experience working within an investment bank Quant model validations team focusing on FX, Credit and interest rate products as well as experience working with VaR across all products.
Main functions of the position include the review of portfolio margin models used by clearing organizations like SGX, specifically covering IR, Credit, FX derivative products, Risk monitoring of OTC cleared trades.
The main duties of the role are to evaluate margin methodologies and risk principles with reviews / analysis using Monte Carlo Simulations and VaR, evaluate risk systems capturing risks from OTC cleared trades as well as providing timely review to risk constituents.
To be eligible for the role, you will need quantitative skills with extensive knowledge of IT, Credit and FX products, be comfortable challenging / questioning results, excellent written skills and be able to work well in a busy / challenging environment.
This represents a great opportunity to work for a leading and growing investment bank. For more information, please send a word version of your CV.
