Quant Model Risk Manager (With Python/R/C#) - Market Risk
- Recruiter
- Sanderson iKas
- Location
- London, United Kingdom
- Salary
- GBP900 - GBP1000 per day + Inside IR35
- Posted
- 26 May 2023
- Closes
- 07 Jun 2023
- Ref
- 19679999
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
iKas International are recruiting on behalf of a market renowned top-tier investment banking client who require a Model Risk Manager. In this role you will join the team that covers market risk, counterparty risk and valuation risk methodologies. These methodologies, amongst others, include market risk internal models like Value-at-Risk (VaR), counterparty risk models like Potential Future Exposure (PFE), Effective Expected Positive Exposure (EEPE) and CVA Capital Change measures.
This is an initial 6-12 month contract (with a view to renew), working on a hybrid return-to-work structure, with the successful candidate going into the office 2-3 days a week.
Key skills:
Your International Talent Provider
iKas International Limited is providing recruitment services for this role. By clicking 'APPLY NOW', you confirm that you understand that any personal data you submit through your application will be used to provide you with our recruitment services. For further detail on how iKas International Limited process your data, please read the iKas Privacy Statement.
This is an initial 6-12 month contract (with a view to renew), working on a hybrid return-to-work structure, with the successful candidate going into the office 2-3 days a week.
Key skills:
- Strong quantitative background.
- Strong capital markets experience.
- Familiarity with pricing models as well as market and counterparty risk modelling techniques.
- Advanced programming skills in Python/R/C# or other languages.
- Ability to persuade and influence stakeholders at department level.
- Must be able to commit to going into the office 2-3 days a week.
Your International Talent Provider
iKas International Limited is providing recruitment services for this role. By clicking 'APPLY NOW', you confirm that you understand that any personal data you submit through your application will be used to provide you with our recruitment services. For further detail on how iKas International Limited process your data, please read the iKas Privacy Statement.