Unfortunately, we won't be able to process applicants who require a visa or sponsorship to work in the EU.
* Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation and adherence to regulatory and/or internal requirements.
* Documentation of conducted assessments and findings in thorough review reports including recommendations for model improvements.
* Tracking completion of review recommendations.
* Providing guidance and technical support to junior team members.
* Master's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.
* Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA.
* Ability to clearly articulate technical topics in English, both written and spoken.
* Team-oriented mentality combined with ability to complete tasks independently to a high quality standard.
Credit Specific Requirements:
* Prior experience with development or validation of one or more of the following model types:
o Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD)
o Application and Behavioral scorecards
o Stress Testing
Market Specific Requirements:
* Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models etc.
* Strong understanding of highly exotic derivatives trades.
Charles Levick Limited are a leading global financial recruiter providing innovative solutions across Capital Markets, Financial and Professional Services organisations. Founded in 2008, Charles Levick is privately owned and operates from offices based within the City of London and New York.
A truly independent company with a global reach, we pride ourselves on delivering honest and intelligent guidance developing long term sustainable relationships. Our breadth of expertise and services allow us to deliver solutions across our sectors ranging from junior analyst through to C-Suite requisitions, all delivered with exceptional levels of attention to detail and service that have helped us to grow into the organisation we are today.
We have managed to build an enviable reputation partnering a diverse range of large and small organisations initially within London, but now globally, actively supporting clients across Europe, Asia and the US. With decades of experience, we have been able to develop a substantial knowledge of our markets as well as building loyal relationships with our clients and candidates.
Our business is devised of 5 core areas of specialisation: