Stress Testing VaR Methodology

  • Competitive Rates
  • London, England, United Kingdom London England GB
  • Contract, Full time
  • ITS-City Ltd
  • 17 May 18 2018-05-17

Stress Testing VaR Methodology Specialist required at Leading Investment Bank based in London

My Client a Global Investment Bank urgently require a Risk Control Specialist to sit in their Market Risk Stress Testing Valuation Team. You will develop models on stress testing VaR and losses of the firms Trading Portfolio. You possess key Market Risk Methodology expertise, have worked on Fixed income Rates Bonds Model in a development,  Modelling, Pricing and or Valuation function. You can code in either R or Python and worked on high profile regulatory projects. Ideally you will have worked on Scenario generation and been exposed to embedded options. To apply for this challenging and pivotal Quant Analytics position you will possess a MSc in a Quantitative discipline and or a PhD with exceptional communication skills. To apply email your CV to ben@its-city.com