Market Risk Model Validation recruitment

Modeller, Quantitative Analyst, Model Validation, Model Review, Market Risk, ALM, Incremental Risk ChargeMy client, a leading Banking Group, requires a modeller to work within their Market Risk Model Validation team.This is a challenging role and will be focussed on the evaluation and review of market risk and ALM models covering VaR, Potential Future Exposure, Incremental Risk Charge and Asset Liability. This will include aspects such as their design, calibration and validation as well as their usage, reporting and governance. Furthermore the successful candidate will also be required to advise Read more […]

January 10, 2012 • Tags: , • Posted in: Financial • Comments Off on Market Risk Model Validation recruitment