Market & Counterparty Risk Modelling

Recruiter
ITS City Ltd
Location
London, UK
Salary
Competitive
Posted
18 Feb 2019
Closes
10 Feb 2019
Ref
1077084711
Job Role
Business Analyst
Contract Type
Permanent
Hours
Full-time
Global Investment Bank seeks Market and Counterparty Risk Modeller You will be responsible for accurately capturing Market Risk & Counterparty Risk data, ensuring Regulation Model Compliance, Identifying model weaknesses, rectifying weaknesses, documentation, supervising Model Validation, Model development and Implementation. You possess programming skills in either C# or C++. You will focus on Credit & Repo Models not (exclusively) ideally have improved the "Value at Risk" Model and have key understanding of the FRTB and undersatnding of Risk Factors and their parameters. My client requires a strong communicator to face off to the Front Office , IT, Risk Quants and Model Validation Teams combined with a strong academic background with a minimum of a MSc in a Quantitative discipline and 3 years commercial experience. To apply submit your CV to Ben Baxter ASAP Ben Baxter benits-city.com 0203 176 6647

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