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 skills
- Experience of handling large datasets and manipulating these
- Excellent appreciation for pricing, VaR methodology and Market Risk
This 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 the business as well as liaising with IT/Trading/Treasury/Credit Risk departments.
If you are interested in this massive opportunity then please apply directly to risk@selbyjennings.com.
July 23, 2012
• Tags: Risk Management careers in the Italy, Risk Methodology | Global Investment Bank recruitment, VP • Posted in: Financial