Description
Quant Analyst - ICAAP Validation - Major Bank - London or Manchester
Major bank requires a senior quant analyst with extensive experience in model validation to provide pricing model expertise to their corporate, commercial & retail banking pricing and analytical group. The successful candidate will play a key role towards model validation across ICAAP stress testing across retail and corporate in order to achieve the ICAAP submission.
Applicants should have excellent quant analysis and validation experience, previous appreciation of ICAAP validation and stress testing initiatives essential. Full detailed spec available
Essential Skills:
- Experienced Quant Analyst
- Fixed Income/Commercial Banking Mathematics
- Model validation
- Corporate/retail banking
- ICAAP
- Stress testing/reporting
- Strong Degree/PhD
Quant Analyst - ICAAP Validation - Major Bank - London or Manchester
Rate £600 - £750 per day
Start ASAP