VaR Modelling – Market Risk Quant – London recruitment
The position:Development of Market Risk measurement methodologies (e.g. VaR and stress testing) and where applicable, development of infrastructure used to compute these metricsResearch and propose methodology enhancements arising from regulatory developments, new product coverage and to improve current methodologies.Maintenance of current VaR models and testing and implementation of methodology enhancements.Provide quantitative and theoretical support to other team membersYour background:2-5 years of Finance/Banking experience, including in depth knowledge of VaR and stress testing models and Read more […]
VP – Market Risk Quant – Tier 1 Bank recruitment
My client, a Tier 1 Investment Bank, is going through unprecedented growth as it develops the most diverse of asset classes/products in the city. Its Risk Department is going through a period of exciting change as it wants to maintain its stature as a standard bearer on all Basel III standards as well as forthcoming legislation in this area. They are looking to hire a VP in Market Risk Model Validation to focus on a wide variety of exotic derivative transactions on a global platform. You would need a good quant background and been involved in quant development or review of some exotic product models Read more […]
Market Risk Quant – CVA Modelling recruitment
Position Category: Risk ManagementPosition Title: Market Risk Quant – CVA ModellingJob Level: Executive DirectorLocation: USA – NY – New YorkEducation Required: Bachelors DegreePosition Description:The Model Re¬view Group has global responsibilities for the independent review of all valuation models used by the business divi¬sions of Morgan Stanley. Model review professionals are located in New York, London and Budapest, and work closely with desk strat¬egists (Quant Research) and risk managers in the Market Risk Department. The group is currently looking for a (senior) VP or ED level person Read more […]