Description
The Risk Management / Quant / Risk Auidit roles are all based in London (The City & Canary Wharf) and require some of the following competencies;o Detailed evaluation of market risk and ALM models, including their: design, calibration and validation; operation; usage; reporting; and governance
o Knowledge of Market Risk processes and concepts;
o Expert input into model development, selection, validation, back-testing, stress testing and review;
o A strong academic background in a discipline relevant to quantitative risk modelling
o Significant experience of market risk model design, development, construction, calibration, validation and stress testing; ideally also including experience of market risk model oversight and governance
o An ability to code in visual basic or C/C++ or R, Excel and VBA skills
o Financial mathematics, derivative products (IR, FX, credit, hybrid, inflation and equity);
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 A strong auditing background of quantitative business functions (ACA, ACCA qualifications beneficial)
The roles on offer range from AVP-to-SVP/Director level. £50,000 - £110,000 + cash benefits & bonus.
To apply please forward an a copy of your CV or contact me via the betails provided below.