VP - Quantitative Analyst
3 weeks ago
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.
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
Fields marked with an asterisk (*) are required
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VP - Quantitative Analyst
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United Kingdom Danos Group Full timeOur 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...
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VP - Quantitative Analyst
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United Kingdom Danos Group Full timeOur 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...
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