Market Risk & Pricing - Model Validation VP

  • GBP90000 - GBP110000 per annum
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Michael Page
  • 08 May 18 2018-05-08

The team focuses on the validation of the Risk and pricing models used by the global business. Successful candidates should have diverse risk modelling and validation experience and to be able to operate on both business as usual and project style assignments

Investment Bank

Description

Review / formal Validation of Risk (VaR, Stress and Counter-party Credit Risk models) and Capital models

Review vanilla fixed income pricing models

Inform and update on an on-going basis best practice risk model development

Working on projects to evolve regulatory standards for Risk models

Present and defend validation work to key stake-holders in risk and other control function

Profile

Previous relevant experience in Risk model Validation & Development.

Masters/PHD in a numerical discipline

Strong markets product knowledge across fixed income, equity and derivatives

Experience in liaising with sales & Trading

Knowledge of programming languages and statistical tools such as, C++, Python, Unix

Job Offer

Permanent VP level Role. Competitive base salary and benefits package