Incremental Risk Charge Modeller recruitment

Incremental Risk Charge Modeller

An immediate opportunity has arisen for an experienced Incremental Risk Charge Modeller to join our client, a major financial services company based in London

Key responsibilities of the Incremental Risk Charge Modeller job will include:
:
-The development and implementation of the required enhancements to the IRC model.
-The system testing of the IRC solution.
-The creation and maintenance of detailed model documentation, testing documentation and user manuals.
-Any training required by the model users
-Ensuring that the project remains on track by continually providing feedback to Senior management.
-When appropriate, assisting in the preparation of documents for the internal model governance process and the FSA.

The ideal Incremental Risk Charge Modeller will possess the following attributes/skills:
-Quantitative Finance skills, in particular, in Risk modelling and the IRC model or Credit Derivatives Modeling
-Experience in the pricing and modelling of CDS and Bond portfolios.
-Excellent programming skills (VBA C++) for the development of robust and production standard applications.
-Experience of building and maintaining databases (Access) would be advantageous.
-Good written and oral communication.
-A track record of delivery under time constraints.
-A further degree (Masters, PhD or equivalent) in a technical subject would be expected.

If you have similar Incremental Risk Charge Modeller experience to that outlined above and are looking for a temporary opportunity within a progressive and dynamic environment, please forward your CV today.Randstad Financial Professional encourage applications from individuals of all ages backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial Professional acts as an employment agency for permanent recruitment an employment business for temporary recruitment as defined by the Conduct of Employment Agencies Employment Business Regulations 2003