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Market Risk Model Approval - Leeds/Edinburgh

Salary Competitive
Type Permanent
Location Scotland
Sectors UK & Regional
Credit & Risk Management
Job Reference UK01/SJH/25603
Contact Sam Havis
Date posted 10-03-2017

A leading bank is looking for a Market Risk Model Approver to join their team in either Leeds or Edinburgh. The successful candidate will be providing oversight to the market risk and ALM models.

Responsibilities will include:
• Independent oversight and challenging the market risk and ALM models.
• Models covered: Value at Risk (VAR), Pension, Portfolio, Potential Future Exposure (PFE), and Asset Liability (ALM)
• Backtesting performance and valuation approaches
• Ad-hoc involvement in Market Risk models for other areas of the group
Skills required
• Able to demonstrate experience with VaR and ALM models
• Model development/validation experience
• Financial services background (preferably investment banking)

For more information please contact:

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Associate Consultant