Senior Risk Modelling Quantitative Analyst – Director level – Investment Bank recruitment
This is a senior level position, in a team that has exposure to a wide range of products as well as Risk models covering all aspects of Market and Credit Risk.
You will be responsible for:
- Design, development and maintenance of risk management models and applications
- Development and maintenance of in-house risk analytics library.
- Timely and accurate analysis of quantitative risk issues.
- Contribute to improvements in existing risk management techniques and processes through the application of advanced quantitative methods.
- Research and development in relation to proposed new products..
- Provision of quantitative expertise in relation to internal/external projects or on an ad-hoc basis.
- Ensure that quantitative risk management techniques are kept in line with best practice.
- Mentoring, leading members of the risk modelling team.
You must have:
- Strong education background in a Quantitative Discipline, preferably to PhD level, however DEA/Master will be considered, if compensated by strong relevant commercial experience.
- 4 years minimum solid experience of Risk Modelling in either Market Risk or Credit Risk – You must have established experience in at least one model type, understanding the model approach and how it relates to product types.
- Knowledge of any asset class (Vanilla or exotics)
- Background in pricing of instruments would be beneficial but not essential
This position is up to director level, so senior level candidates who urged to get in touch immediately as interviews are starting in January, with a view to contracts being sent out in time for Bonus payment time.
Send in your CV for consideration.
For a confidential and discrete discussion, please contact Simon Adams on:
Email: simon@its-city.com
Direct Line: +44 (0) 203 283 4095
January 6, 2012
• Tags: Risk Management careers in the UK, Senior Risk Modelling Quantitative Analyst – Director level – Investment Bank recruitment • Posted in: Financial