Risk Model Validation
- Upto £130k + Bonus + Benefits
- London, England, United Kingdom
- Permanent, Full time
- ITS-City Ltd
- 21 Sep 17
Risk Model Validation Quant required at leading Investment Bank upto SVP Level
You will be responsible for Validating Risk Models at this Top Investment Bank,You must have Quant Modelling in either Counterparty Credit Risk CCR , Market Risk, Capital Models or Pricing Derivatives Models.
You will play a pivotal part in identifying Model Weakness, upgrading and the maintenance of models in conjunction with new regulatory requirements.
This is a dynamic environment where exposure to Cross Asset Models and high visibility throughout the Bank cementing key relationships with Front Office, Governance Committee, Risk and Regulators.
To apply for this challenging & exciting opportunity submit CV to Ben Baxter
Contact - Ben Baxter
Tel: 0203 176 6647