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Model Risk Management AVP/VP

Salary £60k to £120k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/26918
Contact Tim Holbrough
Date posted 08-09-2017

Tier 1 bank seeking Model Risk Management professional to join their London office at AVP/ VP level.

• Daily investigation of SIMM model back-testing exceptions and VaR coverages
• Liaison with the Middle Office teams to ensure inputs are accurate and well understood
• Investigation tasks including portfolio / product/ P&L analysis
• Working with the model development team to understand our SIMM/VaR model implementation and assess its impacts
• Assist in the production and presentation of reporting packages and analysis for senior management, governing committees and regulatory bodies

Skills required
• Strong understanding of traded products business – fixed income and equities
• Working knowledge of P&L explain and attribution process
• Experience in data analysis
• Strong knowledge of VaR modelling techniques
• Strong communication and stakeholder management skills
• High level of attention to detail

For applications or queries regarding the role, email

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Contact Tim about this job

AVP, Consultant