Quant Analyst- Market and Credit Risk Model Controls
A great opportunity to join a leading investment Bank within their group functions as a Risk and control specialist (risk model focus). This is a temporary assignment and therefore we are seeking experienced candidates who can hit the ground running.
Key requirements for the role include:
- Leading and conducting research on emerging techniques for modelling market risk
- Prototyping and proposing new market risk models Ensuring models are subject to adequate review and ongoing validation
- Providing quantitative support to other Risk functions Keeping abreast of emerging regulatory requirements and industry developments
Experience's within market/credit risk modelling (e.g Value -At-Risk (VAR) Credit Structural models) and exposure to Counterparty Risk would be a key advantage. This is a role which requires both modelling skills as well risk control.
Please apply in confidence if you feel that you meet the above criteria.
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