Market Risk Methodology Manager/Senior Manager

Recruiter
Eximius Finance
Location
London, United Kingdom
Salary
60,000 - 120,000
Posted
19 May 2022
Closes
23 May 2022
Ref
11355465
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
The role:

The role will focus on Market Risk Stress Testing Methodologies in London. You will focus on developing models on stress testing Value-at-Risk (VaR) and losses on market risk of the trading portfolio. you will also maintain the market risk stress infrastructure and respond to business and regulator's queries on market risk stress testing.

The successful candidate will have as follows:

Ideally PHD or MSc in Statistics, Maths or Applied mathmatical subject

Knowledge of Market risk / Risk methodology

Strong experince in Python

Knowledge of Traded products

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