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|Sectors||UK & Regional
Credit & Risk Management
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
Able to demonstrate experience with VaR and ALM models
Model development/validation experience
Financial services background (preferably investment banking)
For more information please contact: email@example.com
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