Quantitative Finance Analyst
A Global Investment Bank are currently seeking Quant Finance Analysts to join their Model Risk Management team.
This role is highly important for the team to run accurately as you will be required to validate CVA and CCR models. You will also be tasked with identifying and quantify risk associated with the models being validated along with developing benchmark models for review using C++, VBA and Python.
You must have gained postgraduate model validation experience with FX, Rates, Equities, CVA or CCR Models as well as an in depth mathematical and coding ability to take on this exciting role.
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