Quant; Capital Specialist – Risk recruitment

Quant; Capital Specialist, £65,000 - £75,000, + Car Allowance + Bonus

A World leading Bank is seeking a quant to further develop the Basel II Capital Requirement Models.  Based within Operational Risk this role is centred on both maintaining the Capital Models and developing it further.

Whilst this is a statistically technical role, the successful quant will spend much of his / her time engaging with senior Directors and stakeholders across all business units. 

Responsibilities:
Calculate Capital requirements using the AMA approach
Design and develop improvements of the Operational Risk models
Maintain the Capital requirements model
Educate senior line managers on Model and Capital Requirement methodology

Essential
Experience of developing or maintaining models
Knowledge of modelling in association with Basel II and Capital Requirements
Advance in excel skills

Desirable
Knowledge of Operational Risk
C++
Mathematica

If you feel you meet this criteria, please send your resume to Owanate Bestman owanate.bestman@eamesconsulting.com or feel free to call me to have a confidential conversation 0044 (0) 207 092 3263.