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 […]
August 16, 2012
• Tags: London recruitment, Market Risk Quant, Risk Management careers in the UK, VaR Modelling • Posted in: Financial • Comments Off on VaR Modelling – Market Risk Quant – London recruitment