Quantitative Model Risk Analytics - Inspection Generale

  • 55,000 - 75,000
  • London, England, United Kingdom
  • Permanent, Full time
  • B&FS Risk
  • 14 Mar 19

My client are a leading Investment Bank based in London & Paris who are keen on Quantitative Analytics, Structurers or Trading professionals to join their Inspection Function. This is a highly reputable function within the business that allows the members of the team to cover areas of Front Office Risk, Counterparty Credit Risk and Market Risk models.

This oppportunity can be based in London or Paris 

Responsibilities 

  • Inspection of Models across Counterparty Credit Risk, Market Risk, Front Office Risk, Treasury Risk, Interset rate risk etc. 
  • Dealing directly with the regulations

Requirements 

  • 3+ years experience in a Quantitative Risk, Structuring or Trading role (Across global markets)
  • Knowledge of various products and asset classes: Equities, Rates, FX, Fixed Income etc. 
  • Experience within Global Markets 
  • Excellent communication skills 
  • Knowledge of Financial Mathematics 

In this role, you must be available for frequent travel so only apply if you can travel and meet the above requirements 

Get in touch: ishaq.namajee@investigo.co.uk