Director - Head of Risk Model Validation - Market/Credit/Operational Risk

  • Excellent
  • London, England, United Kingdom
  • Permanent, Full time
  • ITS-City Ltd
  • 21 Sep 17

We are seeking a Director level Senior Quant Analyst to join a tier 1 investment bank in London as the European head of Risk Model Validation

As part of a Global Model Risk Management team, you will be hands on Quantitative Analyst and managing a small team in different locations on Europe. The team is responsible for the Validation/Review of all Risk models in the bank, across Market, Credit and Operational Risk.

You must have:

•    A Masters, DEA or PhD in quantitative fields such as computational finance, mathematics, statistics or equivalent
•    In depth understanding of mathematical  concepts and model development & validation processes
•    5 to 10 years’ experience in financial services industry building or validating models
•    Familiarity and hands-on experience validating models under the SR11-07 and other regulatory framework
•    Excellent organization, attention to detail, and proven ability to deliver
•    Strong communication skills (both written and verbal)
•    Strong coding ability at least 2 of SAS, R , Python and C++ 


Send your CV for immediate consideration.

Contact ITS City
To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on:
Direct Line: +44 (0) 203 176 6648