VP – Market Risk Quant – Tier 1 Bank recruitment
My client, a Tier 1 Investment Bank, is going through unprecedented growth as it develops the most diverse of asset classes/products in the city. Its Risk Department is going through a period of exciting change as it wants to maintain its stature as a standard bearer on all Basel III standards as well as forthcoming legislation in this area.
They are looking to hire a VP in Market Risk Model Validation to focus on a wide variety of exotic derivative transactions on a global platform. You would need a good quant background and been involved in quant development or review of some exotic product models even if your focus is on the vanilla side. Experience of languages such as C++,C or VBA would be very useful. Your experience could be from a Tier 1 or 2 Bank and you should feel comfortable dealing with senor risk management, FO Traders and the FSA.
This Department has daily interaction with the business including the Front office. The Bank actively encourages paths into this area as well in other buoyant risk areas such as Counterparty and Market Risk. My client is interviewing at the end of and the start of next week so if you wish to interview please send your cv or call me for a confidential discussion.
