Senior Quantitative Risk Modeller – Investment Bank – London recruitment
As part of this team, you gain massive exposure to the Vanilla and Exotics business as well as Build and Validate models for Market and Credit Risk.
- You must have broad exposure to modelling fromt either Market and/or Credit Risk background, achieved from either a Investment Bank, Software House or Ratings Agency.
- A strong numerical educational background, as well ability to code using C++/VBA is essential.
We are screening for this position now, so please send your CV immediately for consideration, or if you wish, we can have a confidential conversation on the details below.
Simon - 0203 283 4095
Email: Simon@ITS-City.com
November 19, 2010
• Tags: Investment Bank, London recruitment, Risk Management careers in the UK, Senior Quantitative Risk Modeller • Posted in: Financial