VP – Risk Methodology | Global Investment Bank recruitment
The ideal candidate will have a grounding in VaR and Counterparty Risk Methodologies as well as strong econometrical and quantitative background.The ideal candidate will have the following skills and experience:MSc/ PhD in a quantitative subject, E.g. Mathematics, Physics, Quant Finance etc.Excellent C++/C# programming skillsExperience of handling large datasets and manipulating theseExcellent appreciation for pricing, VaR methodology and Market RiskThis role will report into the Head or Market Risk and have a dotted line to the Italian CRO. You will be respnsible for delivering your results to Read more […]
July 23, 2012
• Tags: Risk Management careers in the Italy, Risk Methodology | Global Investment Bank recruitment, VP • Posted in: Financial • Comments Off on VP – Risk Methodology | Global Investment Bank recruitment