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Eximius Group

Counterparty & Market risk Model Validation - AVP & VP

Eximius Finance
London, United Kingdom
Posted about 1 month ago Permanent 65000 - 110,000
J
Posted by
James Thompson
Recruiter
A leading Investment bank is looking to grow their model validation team based in London.

•    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 

Job ID  FORCMVMR
ABOUT COMPANY
London, United Kingdom
HR & Recruitment
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