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Model Validation Quantitative Analyst

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Daily Rate £40k to £50k
Type Temporary / Interim
Location Leeds
Sector Credit & Risk Management
Job Reference UK02/RXF/26793
Contact Rachael Fish
Date posted 17-08-2017

BRUIN Financial are proud to be working with a large Financial Services Institution based in Manchester City Centre. Due to a secondment, my client has an urgent requirement for a Model Quantitative Analyst to join their team on a Full Time, Contract basis. This contract is expected to last for a minimum of 16 Months with a possibility of a permanent role becoming available for the right candidate.

The ideal candidate will have a working knowledge of SAS, SQL, R or Python, will have experience of IFRS9 or Basel and will have excellent communication skills as Stakeholder Management is a key part of this role. Previous Financial Services experience is preferred but is not essential.

The opportunity is extremely rare in that you will be able to independently review models from all areas of the company and gain an exceptional level of exposure and learning rather than just working on model projects of a similar type.

The Internal Validation Team has a diverse remit covering (but not limited to):

Models used on Corporate, Retail and Wholesale Banking portfolios
Models used in the management of Credit, Operational and Market risks
Models used to calculate Regulatory and Economic Capital, Stress Testing forecasts, Provisions, Pricing and Fraud
Models subject to Basel and IFRS9 regulations
The successful candidate will receive an excellent starting salary plus industry leading benefits!

To be considered, please submit your CV or call Rachael at BRUIN Financial, Manchester

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Contact Rachael about this job

VP, Manager