Quantitative Risk – Tier One Investment Bank (AVP) recruitment
The team's mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital.
Responsibilities include:
- Completing model reviews along with appropriate documentation and testing results
- Communicating key findings to senior management, model developers, credit risk officers, and regulators
- Overseeing control processes to ensure previously approved models continue to behave as expected, including backtesting
Candidates require:
- A PhD degree in a quantitative discipline and strong technical skills (SQL/VBA/C++)
- Three years of proven experience in quantitative modelling / model validation or a similar area is also essential.
- A background in Market Risk/Counterparty Risk would be highly beneficial, as it would allow the candidate to understand where the job stands in the greater context of the bank.
The role interacts heavily with key stakeholders and departments and requires the jobholder to communicate complex ideas with clarity. This is a fantastic chance to join a global player in the investment banking space.
Please apply online or call Adam Grant on (+44) 207 469 8955
To find out more about Huxley Associates please visit www.huxley.com
July 6, 2012
• Tags: Investment Banking, M & A careers in the UK, Quantitative Risk, Tier One Investment Bank (AVP) recruitment • Posted in: Financial