Description
Do to an FSA influenced capital reduction programme, I am currently looking for VP level Market Risk/ Credit Risk models Quant Risk specialists. This candidate will oversee the Quant teams, and provide advice on risk and provide model validation services to the business.This is a highly quantitative role that required risk specialists with experience in:
- Advanced capital calculation methods for regulatory capital
Extensive technical knowledge of traded credit and/or market risk modelling techniques (CVA, DVA, PFE, VaR, IRC, APR/CRM etc). - Extensive experience in model development and/or model validation
- Strong understanding of Basel 3 Credit and Market risk requirements
- Strong understanding of the evolving regulatory environment and its challenges
- Proven track record of senior stakeholder management
- Excellent communication skills, ability to communicate effectively to senior technical specialists (Model Developers, Model Validation, Risk Managers etc) and senior non-technical individuals
The salary for this role is competitive and due to the wide business exposure, provides opportunity to move into other business units.
With a role that combines a hands on approach, as well as an emphasis on the delivery of reports, you will be responsible for managing senior relationships within the Quant Risk teams on a global basis to ensure all risk are highlighted, and have the relevant controls set up. This is something to take advantage of as moves into the business will be highly encouraged, and will see the successful candidate move into other areas such as model validation, model development, quant risk, quant developers, researchers and more.
I am only looking for candidates that tick the above boxes, and have a PhD in a quantitative area.
If you would like to be considered, please send an updated CV to Joseph Reeves.
I am unable to reply to every unsuccessful candidate.
To find out more about Real please visit www.realstaffing.com