Quant Model Risk Manager (With Python/R/C#) - Market Risk

Sanderson iKas
London, United Kingdom
GBP900 - GBP1000 per day + Inside IR35
26 May 2023
07 Jun 2023
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
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:
  • 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

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