Senior risk analyst and Developer
My client, a leading financial services organisation based in the city has an exciting opportunity for a strong Senior Analyst and Developer to join a newly formed Market and Liquidity Risk Team.
As a Senior Analyst and developer you will be responsible for developing and maintaining the market risk measurement methodologies for the banking books such as EAR, VAR, Stress testing and Net income sensitivity. You will also be responsible for the independent valuation of pricing and risk models and will support Risk managers in respect of market risk, liquidity and behavioural risk and well as stress testing models.
You will also develop Prototypes for implementation of such methodologies and will support the validation of risk models through creation of challenger models and alternative analysis.
The ideal candidate will have a proven track record in a similar role and will have existing experience ideally in a Retail Bank. Naturally you will possess strong skills in the use of relevant programming tools, will have strong attention to detail and developing knowledge omodels for IRRBB.
This position offers the right candidate a unique opportunity to join a newly formed business and add immediate value.
If you feel you may be suitable or wish to discuss in more detail, please give me a call on 02073240511,
Goodman Masson is acting as an Employment Agency in relation to this vacancy.
Goodman Masson is an equal opportunities employer.
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