EPE IMM Model Validator, UK. recruitment
Contract
EPE IMM Model Validator - National Investment Bank - London
My client is an national investment bank who is looking to bring on an EPE IMM model validator to join their team based in their fantastic offices in London. The candidate must have a good knowledge of EPE (expected positive exposure) and must have good experience of validation test for banks IMM (internal model method) models.
Skill set - EPE IMM Model Validator - National Investment Bank - London
- Good experience of EPE and IMM
- Experience of Matlab / Bloomberg / VBA
Key words: EPE, IMM, quant, model validator, matlab, bloomberg, VBA, London, financial services, investment bank
Location: London
Rate: Circa £800 per day
Skills: EPE, expected positive exposure, IMM, internal model method, design, validation tests, Matlab, Bloomberg, VBA, excel
Contact: contractjobs@selbyjennings.com