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|Sector||Credit & Risk Management|
Leading Investment Bank seeking a Model Validation Manager to join their London office.
Review / formal Validation of Risk (VaR, Stress and Counter-party Credit Risk models) and Capital models, as well as vanilla fixed income pricing models
Inform and update on an on-going basis best practice development and evolving regulatory standards for Risk models
Present and defend validation work to key stake-holders in risk and other control function.
Skills/ Experience required
Previous relevant experience in Risk model Validation / Development.
Masters/PHD in a numerical discipline is desirable
Effective communication skills; both verbal and written English
Experience in liaising with sales & Trading
Knowledge of VaR methodology
Knowledge of programming languages and statistical tools such as, Java, MATLAB, Python
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com
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