Senior Quant Analyst / Financial Engineer – Backtesting recruitment

Senior Quant Analyst / Financial Engineer – Backtesting – £60-95kA Tier 1 Insurance company is implementing Algorithmics Riskwatch product to enable Solvency II reporting and ALM. A team of Financial is being created to ensure ongoing development of the Algorithmics solution optimising both the modelling capability and the process and performance. Key Responsibilities:• Provide financial specifications for the design of new risk management analytics functionality • Modelling of proxy models • Work with business units to incorporate advanced risk management and financial functionality Read more […]

May 16, 2012 • Tags: , , , • Posted in: Financial • Comments Off on Senior Quant Analyst / Financial Engineer – Backtesting recruitment

Risk Reporting – Backtesting recruitment

This is a VP level role with a high-level of exposure across the business. The intention is to hire the best talent on the market in order to establish the Risk function as the ‘best in class’ across all investment banking institutions.KEY DUTIES: Credit Risk Reporting (CRR), among other things, is responsible for the backtesting reporting and production framework. The main function of this role will be to improve the established sustainable reporting process for Q1 and Q2, and then transition into the strategic Basel III framework. This role will work closely with other members of the team to Read more […]

March 11, 2012 • Tags: , , • Posted in: Financial • Comments Off on Risk Reporting – Backtesting recruitment