Quantitative Modeller – Incremental Risk Charge recruitment

A leading investment bank has a new exciting opening as a Quantitative Modeller focussing on the Incremental Risk Charge model. The Incremental Risk Charge model is a regulatory model that is used to compute an element of the Market Risk Capital. You will need good VBA and C++ skills, and development of the model is required to satisfy regulatory obligations. You will need good communication skills, great interpersonal skills and an excellent team player. Role/Responsibilities – The Incremental Risk Charge model is a regulatory model that is used to compute an element of the Market Risk Capital. – Read more […]

March 15, 2012 • Tags: , , • Posted in: Financial • Comments Off on Quantitative Modeller – Incremental Risk Charge recruitment