Description
Market Risk, Quantitative, Analyst, Var, Model, Traded Risk, Development, Stakeholder, Visual Basics, London.
Due to the Regulatory impact of FRTB my client, a leading City based Bank is currently looking for a Quantitative Analysts to work on the Validation Market Risk Models and Methodologies.
The successful candidate will be responsible for the Validation of the VaR models and methodologies and will therefore need a deep understanding and hands on experience gained in a market risk development or validation function.
To summarise, the candidate must have:
- Very strong knowledge of VaR
- Market risk model development fo Validation experience
- Hands of experience of Visual Basics (or C++/R)
- Quantitative/Statistical background
- Experience of FRTB (nice to have)
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.