Risk Model Validation recruitment

Covering EPE/PFE and Monte Carlo models your responsibilities would include:

Completing model reviews, documentation and communicating key findings internally
You will also be required to ensure previously approved models continue to behave as expected, including backtesting

You must have solid experience within a Financial organisation / Software House of development / validation of market risk or counterparty credit risk models and experience of using SQL, VBA and a statistical package.

Empiric Solutions were established in 2005 and are one of the foremost providers of niche and specialist recruitment services within IT, Finance and Industry and Commerce globally. In December 2010, we became a Virgin Fast Track 100 company for the second consecutive year (3rd Fastest Growing company 2009).