> Senior Quantitative Risk Modelling – Investment Bank < recruitment

You will interact frequently with be responsible for a small team of risk modelling quants working on improvements for the Risk methodologies of the bank. Duties will include: – Supervising the daily work of junior members of staff – Analysing existing historical VaR models and providing group-wide recommendations – Working with senior management and trading teams to implement front office risk methods – Assisting in the development of other risk systems (counterparty, stress and CVA) – Quantitative testing of models – Interacting with regulatory departments to ensure adherence (FSA etc) This is Read more […]

August 25, 2012 • Tags: , , • Posted in: Financial • Comments Off on > Senior Quantitative Risk Modelling – Investment Bank < recruitment