Description
Market Risk & Economic Capital Analyst/Modeller - Risk Model Review
My Tier One Investment Banking client is currently looking for an experienced Analyst join their team on an initial 6 month contract (work is scheduled to run throughout 2013). The role will sit within Risk with a heavy focus on Market Risk and Economic Capital. The team is charged with constantly improving the client's Economic Capital model and this role will play a central role in the improvement of this model. As such the successful candidate will be involved in; model documentation, working with the model validation teams, reviewing the EC model, and delivering models for use within the team.
Any applicant must be able to display the following skills and experience to be considered:
* Strong Value at Risk experience which should include experience of His Sim VaR.
* Strong Risk knowledge
* Market Risk experience ideally covering a number of asset classes.
* Any experience of Economic Capital would be beneficial.
* Risk model development, testing or validation experience
* Experience of working within a project environment.
Please note, despite this required experience the role in not a Business Analyst or Project Manager. The client requires someone with experience of working to deadlines and on various projects of work but requires someone with strong Risk Modelling experience.
This is an excellent opportunity to join a genuine Top Tier bank on a programme of work running for at least 12 months.
The client is looking to fill these roles as a priority so please apply ASAP to ensure you don't miss out!
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.