Market Risk Methodology Manager/Senior Manager Market Risk Methodology Manager/Senior Manager …

Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 07 Sep 21
60,000 - 120,000
Eximius Finance
in London, United Kingdom
Permanent, Full time
Last application, 07 Sep 21
60,000 - 120,000
Posted by:
James Thompson • Recruiter
Posted by:
James Thompson
Recruiter
A leading top tier bank is looking to hire an additional senior into the London team covering Quantitative market risk across all business areas at either AVP or VP.

The role:

The role will focus on Market Risk Stress Testing Methodologies in London. You will focus on developing models on stress testing Value-at-Risk (VaR) and losses on market risk of the trading portfolio. you will also maintain the market risk stress infrastructure and respond to business and regulator's queries on market risk stress testing.

The successful candidate will have as follows:

Ideally PHD or MSc in Statistics, Maths or Applied mathmatical subject

Knowledge of Market risk / Risk methodology 

Strong experince in Python 

Knowledge of Traded products

 

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