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|Salary||£80k to £120k|
|Sector||Credit & Risk Management|
Tier 1 Bank seeking VaR methodology VP to join their London office.
Performing in-depth analysis on the banks VaR model and engaging in the development of model performance monitoring tools
Providing analytical support on various model testing and monitoring initiatives
Producing model performance reports for senior management
Participating in the development of model monitoring and test tools to extract data and using databases to provide statistical and model performance analysis
Playing a key role in the investigation process around defects and exceptions, including validation of inputs, exposure and alpha analysis, and documentation.
Assisting in the production of reporting packages and analysis for senior management, governing committees and regulatory bodies.
Qualifications/ skills required
3-5 years experience in a related field
Graduate degree, ideally in a quantitative discipline
Experience in data analysis, with strong research and analytical skills.
Proficiency in the use of Python, SQL, Excel and VBA
Strong written and oral communication
Ability to multitask with strong time management skills
Working knowledge of Var Methodology. Knowledge of IMM models is desirable but not essential
Prior experience with preparation of testing and issue trending results, and communicating findings/ recommendations to test lead
For applications or enquiries regarding the role, email Tim.Holbrough@BruinFinancial.com
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