• GBP75000 - GBP95000 per annum
  • London, England, United Kingdom
  • Permanent, Full time
  • Selby Jennings QRF
  • 2018-07-05

Stress Testing & Economic Capital Quantitative Modeller

  • Location: London, England, United Kingdom
  • Salary: GBP75000 - GBP95000 per annum
  • Job Type: Full time

Tier One Investment Bank - Quantitative Risk Modeller - Operational Risk & Economic Capital - Stress Testing - London

A top Tier Investment bank is looking for a Quantitative Risk Modeller to work within its Operational Risk & Economic Capital setup in London. The role will have a focus on models estimating and forecasting Operational Risk losses across a variety of risk types under stressed and normal conditions.

Key Responsibilities:

  • A key member of the model development setup. You will be adding valuable insights and offerings to model design, data analysis, statistical techniques and efficient coding

  • Provide for the strategic vision for operational risk stress testing and capital modelling

  • Accurate code documentation, coding and testing

  • In line with the internal and external standards, write and maintain model documentation

Qualifications:

  • A degree in a quantitative discipline, with a preference in a Mathematical or Statistical subject

  • Operational Risk and modelling development exposure

  • A coding ability in one or more of Python, Matlab, C/C++

  • Knowledge of economic capital and stress testing approaches

London, England, United Kingdom London England GB