> Senior Quantitative Risk Modelling – Investment Bank < recruitment
You will interact frequently with be responsible for a small team of risk modelling quants working on improvements for the Risk methodologies of the bank. Duties will include:
- Supervising the daily work of junior members of staff
- Analysing existing historical VaR models and providing group-wide recommendations
- Working with senior management and trading teams to implement front office risk methods
- Assisting in the development of other risk systems (counterparty, stress and CVA)
- Quantitative testing of models
- Interacting with regulatory departments to ensure adherence (FSA etc)
This is an exceptional opportunity to get involved and take ownership, from the early stages, with the development of a new and existing risk models whilst maintaining an element of high end business exposure. Suitable candidates will come from the following backgrounds:
- Strong knowledge of derivatives, ideally fixed income
- MSc in a highly quantitative subject (PhD or DEA would be preferable)
- Proven background in developing or validating market risk models (Market Risk Management, Model Validation or Risk Methodologies would be suitable)
- Good understanding of historical VaR, ideally with some experience in developing methodologies
- Exceptional communication skills and the ability to work across various departments
- Hands on management or supervisory experience
If interested please reply or alternatively call Khalid Al-Sada for more details on 0207 469 8955
To find out more about Huxley Associates please visit www.huxley.com
