Senior Manager – Market Risk Measurement & Models recruitment
RESPONSIBILITIES:
- Development of Market Risk measurement methodologies for VaR, stress testing, etc
- Validating market risk measurement models developed in the business areas.
- Researching methodology enhancements
- Providing quantitative support to other team members
- Liaising with the FSA
KEY SKILLS EXPERIENCE:
- Minimum of 5 years experience,
- Strong analytical abilities with market risk management tools including in depth VaR and Stress Testing best practice policy
- Good experience of derivative pricing across multiple asset classes
- Knowledge projected regulatory accounting requirements including BIPRU, CAD-2, etc.
DESIRABLE ATTRIBUTES:
- Effective man management skills
- Strong Project Management Skills
- Programming tools such as: VB.net, Excel VBA, Visual Studio
- Good degree, preferably a Masters or PhD in a quantitative subject
- Able to communicate technical concepts to non-quantitative senior management
June 21, 2012
• Tags: Risk Management careers in the UK, Senior Manager – Market Risk Measurement & Models recruitment • Posted in: Financial