Counterparty & Market risk Model Validation - AVP & VP
- Employer
- Eximius Finance
- Location
- London, United Kingdom
- Salary
- 65000 - 110,000
- Closing date
- May 23, 2022
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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• Performing detailed testing of market risk models and counterparty credit risk models
• Contributing toward the continuous improvement in efficiency and effectiveness of the processes that you are involved in, including discussion of overall team strategy
• Collaborating with other model stakeholders such as Front Office, Quantitative Analytics, Market Risk, Counterparty Credit Risk and Line Product Control
• Communicating clearly and concisely complex ideas and concepts to a range of audiences in a variety of circumstances
• Solving complex problems, both quantitative and qualitative in nature
• Performing and documenting analysis and testing of various model types
Background
- Experience in a leading bank
- Development or Validation experience
- MSc or PHD preferred
- Python experience preferred
• Contributing toward the continuous improvement in efficiency and effectiveness of the processes that you are involved in, including discussion of overall team strategy
• Collaborating with other model stakeholders such as Front Office, Quantitative Analytics, Market Risk, Counterparty Credit Risk and Line Product Control
• Communicating clearly and concisely complex ideas and concepts to a range of audiences in a variety of circumstances
• Solving complex problems, both quantitative and qualitative in nature
• Performing and documenting analysis and testing of various model types
Background
- Experience in a leading bank
- Development or Validation experience
- MSc or PHD preferred
- Python experience preferred
You need to sign in or create an account to save a job.
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