Contact Tim about this job
Find a Job
|Sector||Credit & Risk Management|
Global Banking Organisation seeking a Quantitative Analyst, Market Risk to join their London office.
Support the regional Model Oversight Committees as the primary forum for oversight of Risk models
Carry out independent reviews for risk models and support other regions when required
Develop and maintain independent review policy and framework to facilitate model reviews
Interaction with modelling teams to provide insightful and constructive feedback on models developed and potential improvements
Support the Regional Head of Independent Model Review in relation to team activity, succession planning, talent management, performance management and improving employee engagement
Maintain independent review framework and process
Take care about effectiveness of implementation of Interest Rates (IR) process, techniques and other associated methodologies
Oversight of implementation of any audit recommendations for IR related areas
Skills/ Experience required
Significant experience working in relevant market/context, significant relevant work experience in market risk modelling, ideally with exposure to model review.
Role relevant qualifications, i.e. Masters Degree or PhD in applied mathematics, quantitative finance or related scientific area.
Experience working in relevant environment/s, i.e. deep understanding of the theoretical grounds of quantitative finance and of the corresponding mathematical frameworks. Good understanding of market risk and the relevant regulatory environment is essential.
Experience of using relevant software packages, i.e. mastering of computer usage and good programming skills in at least one language (C++, MatLab, Python, R) is important.
Both spoken and written communication skills with experience of adapting your style and approach to the audience and message to be delivered.
Ready to apply for this job? Apply Now