My client are an Investment Bank and are seeking a Vice President to join them in their Global Risk Analytics Model Validation team. The team are responsible for the validation of Risk and pricing models.
In this role, you will be responsible for validating, implementing and testing all internal risk and pricing models globally.
- MSc or PhD in a numerical subject i.e. Financial Mathematics or similar.
- Experience in validating Risk Models.
- Strong understanding of VaR Methodologies
- Understanding of Options/Forwards etc
- Knowledge of Brownian Motion.
- Strong general statistics skills.
Please apply if you have the relevant experience and open to new opportunities.