Credit Risk Model Validation – AVP recruitment
We are therefore looking to engage with quantitative analysts experienced in validating credit risk models on trading book portfolios to join the team as soon as possible.
This is an excellent opportunity for those looking to further develop their career within risk quantitative analytics, and will provide a good platform for progression within one the best regarded banking brands in the city. The role will involve: completing model reviews; responsibility for communicating findings to senior stakeholders (management, model developers, risk officers regulators) and more. While the initial focus will be on counterparty models, it is expected that this will increase to others as needs arise.
Ideal candidates will have:
- At least three years of relevant financial institution or risk system vendor experience
- Good knowledge of counterparty or market risk models, with additional experience of other financial risk models viewed positively (Economic Capital, PD/LGD/EAD models etc)
- Strong educational background within a quantitative field
Relevant individuals are encouraged to get in touch as soon as possible by calling on 0207 324 0560, or alternatively by emailing to Richard.plews@goodmanmasson.com. Please note that these opportunities are based in London, and only individuals with full rights to work in the UK will be considered.