Description
Our mid-tier investments banking client is presently in search of AVP/SVP profiles with Quantitative Analystics, Market Risk, Traded Risk & Markets experience. The types of candidates sought will have experience in market risk management within an investment bank, or experience in auditing quantitative market risk management processes within an investment bank.Essential experience & skills includes:
- Extensive technical knowledge and exposure to Market Risk and derivative instruments / products traded within investment banking.
- Market Risk Management & Valuations,
- Audit (risk & controls assurance)
- Model Validation
- Practical understanding of relevant regulatory environment including recent developments, changes and impacts to investment banking firms
- Proven track record of high performance in previous roles to include senior stakeholder management
- Relevant professional qualifications (e.g. ACCA, ACA, CFA, FRM or any other qualification in quantitative discipline for market risk)
Keywords: Quantitative Risk Management (Credit / Market / Counterparty Credit), Valuations, Quantitative Product Control, Audit (risk & controls assurance), Independent model review, Model Validation, & Model Development
The role offers the opportunity to broaden risk knowledge within banking across multiple business functions, stakeholder management and the ability to understand a business - globally.
To apply for the role of find out further details, please contact me via the details below and or forward an updated version of your CV.