Quantitative Risk Audit, 70000-95000

City of London  ‐ Onsite
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Keywords

Description

The successful Model Validation / Development practitioners will be expected to undertake risk & control activities (audit) requiring extensive quantitative expertise as part of a team providing independent, objective assurance over the Group's internal control framework and assists business line management.

The successful candidates will be strongly technically oriented and proficient in dealing with quantitative projects and business problems. Expertises sought include;

* Strong academic qualifications in a quantitative discipline and/or relevant experience in front office or Risk & Assurance functions;
* Financial mathematics, derivative products (IR, FX, credit, hybrid, inflation and equity), and modelling and calibration techniques for their pricing;
* Experience of continuous support of key trading front office and risk applications, including analysis of market risk, VaR, generic risk measures (i.e. Greeks)
* Financial economics; Econometric modelling and forecasting;
* Scenario analysis and stress testing;
* Statistical and qualitative techniques for validating models;
* VBA, Matlab, C++ skills.

Ultimately the role provides an excellent and unique opportunity to gain exposure to a wide range of credit, market and insurance risk modeling, pricing, capital assessment and other modeling and analytical techniques across the Group's banking activities.

To be considered please contact Leroy Maringa

To find out more about Real, please visit us on www.realstaffing.co.uk
Start date
10/2013
From
Real Staffing
Published at
23.11.2013
Project ID:
631745
Contract type
Permanent
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