Risk Quant recruitment
The role will include stress testing VaR (value at risk) calculations in the models and building VaR models using VBA. The models will then need to be documented, as will the stress tests.Candidates may come from a model validation or valuation / pricing quantitative background, as long as the below requirements are met.Essential Requirements:Quantitative risk – suitable candidate will be quantsExcellent understanding / practical experience of VaR modelsStress testingExcellent VBA skills (to programming level preferably)Strong modelling skillsC++ (not essential)Commodities (not essential) Read more […]
June 14, 2012
• Tags: Risk Management careers in the UK, Risk Quant recruitment • Posted in: Financial • Comments Off on Risk Quant recruitment