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