Senior Consultant

2 weeks ago


London, Greater London, United Kingdom Barclay Simpson Full time £90,000
Senior Consultant – Traded Risk Model Validation

The firm are growing their traded risk quantitative solutions service line which is working with banks across the globe to support them in the development and validation of a range of models, spanning traded market risk, counterparty IMM and XVA, pricing and non-traded market risk/IRRBB.

The team is currently looking for talented quantitative analysts with experience of market risk (VaR, FRTB SA/IMA), counterparty risk (IMM and XVA), derivative pricing (cross asset derivatives including development and validation) and treasury risk (IRRBB, ALM, liquidity risk/stress models).

Experience of climate risk models would also be useful.

The work is a mix of pure advisory, resource augmentation (execution of a quant assignment on a client site), model validation (either outsourced validation or ad-hoc, post implementation review) as well as model design and implementation.

There will be the opportunity to contribute to various thought leadership activities, white papers etc, and also to develop the service line in identifying opportunities for new engagements.

Candidates should have relevant experience at a bank or consulting firm in one or more of the model types specified, either in development or validation.

Prior consulting experience is a strong advantage but not necessary.
Visa sponsorship is available for candidates in possession of all the relevant skills and experience.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
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