Credit/Market Risk Modellers – New Risk Department/Approach – London
My client, a world leading consulting firm, is opening a new Basel III - Analytics function in London. They are doing this at the behest of their clients who would like to use them as an overall solution as they are World No 1 Suppliers in variety of areas of IT, Vendor Management and Business Efficiency.
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They have a leading Management structure to work with a whole host of financial services institutions. They are looking for candidates at different levels who have expertise in one of the following areas:
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Basel PD/LGD/EAD modeling
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Portfolio Analytics
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Economic Capital
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Market Risk Modeling
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Counterparty Credit Risk or CVA
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You will have a strong academic background and your skills could be in Developing Validating Models in a Consulting Firm (large or Small), Tier 1 or 2 Bank (open to Retail/Corporate or Investment Banking) or an international regulator.
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You will be given scope to work across a whole host of assignments looking at Models and Data in depth with paths into looking at a number of quantitative areas looking at Basel III, US legislation governing Model Validation as part of the role.
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You will be mentored by leaders in the firm where you can take ownership of your career and have a fast track to an MD position in a US public listed company. the firm has excellent benefits including an excellent bonus structure, pension and 30 days holiday as standard. My client is open to candidates who wish to relocate from abroad if they have the right to work in the UK.
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My client is interviewing now for these urgent roles so call me or send your cv in complete confidence.
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