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|Salary||£65k to £80k|
|Sector||Credit & Risk Management|
Global Investment Bank seeks a Quantitative Risk Manager to join their Risk Model Development team, focusing on the building and augmentation of Market and Counterparty Risk models. A good opportunity for the successful candidate to broaden their model exposure. This role will be responsible for managing one direct report.
Working closely with the Market Risk, Credit Risk, Product Control and Front Office teams to provide quantitative support and practical solutions in a timely manner.
Supporting changes to Valuation adjustments, modelling of market risk factors and Counterparty Credit Risk.
Participating in the ongoing development of Stress Testing models.
Demonstrating an understanding of derivatives across asset classes (Fixed Income, Inflation, FX, Equity etc.), from a theoretical perspective.
Translating technical details into real life issues; understandable to senior management.
Proven experience of creating risk management models such as VaR, Risk Capital, Stress Testing and counterparty credit risk.
Deep theoretical understanding of valuation models, financial derivatives and associated pricing issues.
Capable of working independently, provide quality output, under tight deadlines and provide guidance for more junior members of the team.
Demonstrable programming skills (Python, R, C++, Matlab).
Post graduate degree in a quantitative subject (strong preference for a PHD).
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