Description
Economic Capital Methodology SME - Market Risk Models - Investment Bank
A top tier investment bank are undertaking a review of their economic capital models and have an opportunity for a subject matter expert to support the quantitative methodology development.
As a subject matter expert you will work with market risk managers to define and execute quantitative benchmark analyses of the valuation approached used for economic capital across the asset classes, as well as creating the appropriate documentation and supporting the model approval governance process. This will entail co-ordinating, processing and reviewing quantitative and qualitative input from risk managers, quantitative analysis at the portfolio level, model improvement proposal as well as some project management.
This is a fantastic opportunity to work on cutting edge economic capital methodology developments in a top tier investment bank on a cross-asset class basis.
You should apply for this role if you have:
- 10+ years investment banking experience in a top tier firm
- Background as a quantitative analyst with market risk experience
- Robust understanding of economic capital methodologies
- Project management experience highly beneficial
- MSc educated or higher from a leading academic institution
This is a contract role at £600-£700/day initially for six months based in London.