Quantitative Risk Manager – Internal Validation recruitment

Quantitative Risk Manager – Internal ValidationReference C00851Location: LondonContract type: PermanentThe UK Internal Validation Team has a diverse remit covering credit risk model validation across Corporate, Retail and Wholesale Banking. In addition, the UK IVT remit also includes validation of Economic Capital methodologies, Stress Testing, Pillar II models and exposure to market risk methodologies. The UK validation team is responsible for Group interests across North-East Europe, as well as the UK. This provides team members a unique experience working across multiple geographies and areas Read more […]

February 5, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Risk Manager – Internal Validation recruitment