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Quantitative Risk Analyst
3 weeks ago
Lutine Bell are currently working with a global banking group.
We are looking for experienced Quantitative Risk Analysts both AVP and VP level professionals to compliment the existing team.
What you'll be doing:
- Support the development, implementation, and delivery of the Model Risk Management Framework across EMEA region.
- Engage with Model Owners, Model Developers, and the Validation Team to ensure that all items subject to the Model Risk Management Framework are captured and appropriately managed.
- Estimate the regulatory capital by actively participating in the Internal Capital Adequacy Assessment Process (ICAAP).
- Produce portfolio analytics covering capital contribution for both Economic Capital and Regulatory Capital.
You must have:
- Experience in Quantitative Analysis, Model validation or Development within a corporate & wholesale or investment bank.
- Working knowledge of SQL and other programming language (R, SAS, Python etc.)
- BSc/MSc Degree in a quantitative field (Finance, Mathematics, Economics, Engineering etc.)
- Excellent communication skills
If this role sounds like one for you please apply.
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