Description
A leading Global banking institution is currently in the market for a VP level Quantitative Risk Manager from an Internal Audit and/or Quantitative Risk Analytics (Model Validation) background.The role is based in London and require some of the following competencies;
- Detailed knowledge of models including their design, calibration, validation and governance;
- Knowledge of Market Risk processes and concepts;
- Knowledge of business areas that include; Treasury, ALM,
- Retail/Investment/Corporate Banking, Insurance & Wealth Management
- An ability to code in visual basic or C/C++ or R, Excel and VBA skills
- Knowledge of financial mathematics, derivative products (IR, FX, credit, hybrid, inflation and equity etc.);
- Extensive modelling skills and understanding of industry-standard pricing techniques such as lattice modelling and Monte Carlo Simulation,
- 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,
- Postgraduate in a quantitative discipline (MSc. / PhD)
- A strong auditing background of quantitative business functions (ACA, ACCA qualifications beneficial)
In return, the successful candidate is guaranteed unparalleled growth prospects within this Quantitative Risk Audit team and wider team within the Group. Additionally, the salary on offer is above market rate and the bonus potential is unrivalled.
To register your interest, please forward a copy of your latest CV and a consultant will be touch. Alternatively, contact Leroy Maringa on . Closing date: 31/1/15