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VP - Quantitative Analyst

4 months ago

United Kingdom Danos Group Full time

Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London.

The role holder will be responsible for the validation of non-traded market risk models such as Economic capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk Models.

This is an exciting opportunity to join a major global Bank, within a growing team and with quick progression opportunities.

Requirements:

  • An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline
  • Experience in IRRBB, ALM, Stress testing, Credit risk or Counterparty Credit Risk
  • Experience in coding (R, Python, MatLab, etc)
  • In-depth knowledge of Model Risk management processes

Due to the high levels of applications received, only successful candidates shall be contacted. If you are suitable for any other roles Danos are recruiting for, one of the team shall be in touch.

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