VP - Model Validation Governance Manager, £100,000

London  ‐ Onsite
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Keywords

Description

A number of our clients are still in the market for sound risk management managers from an Audit & Quantitative Analytics background.

The role(s) in questions are all based in London (The City & Canary Wharf) and require some of the following competencies;

o Detailed knowledge of models including their design, calibration, validation and governance;
o Knowledge of Market Risk processes and concepts;
o Knowledge of business areas that include; Treasury, ALM, Retail/Investment/Corporate Banking, Insurance & Wealth Management
o An ability to code in visual basic or C/C++ or R, Excel and VBA skills
o Knowledge of financial mathematics, derivative products (IR, FX, credit, hybrid, inflation and equity etc.);
o Extensive modelling skills and understanding of industry-standard pricing techniques such as lattice modelling and Monte Carlo Simulation,
o Experience and understanding of day to day support of key trading front office and risk applications including analysis of market risk, VaR, generic risk measures such as Greeks, and stress testing,
o Postgraduate in a quantitative discipline (MSc. / PhD)
o A strong auditing background of quantitative business functions (ACA, ACCA qualifications beneficial)

At an AVP-to-SVP level, the roles offer a competitive package, in addition to broader risk oversight, globally.

If you're interested, please apply via the details below. Closing date: 20/12/14
Start date
12/2015
From
Real Staffing
Published at
04.12.2014
Project ID:
818116
Contract type
Permanent
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