Description
My leading banking client is urgently looking to add an experienced market risk professional to their team to contribute to the ongoing advancement of market risk modelling capability.
The Market Risk Model Validation and Review function is responsible for the oversight and challenge to a suite of market risk and ALM models. The role will be responsible for oversight of market risk and ALM models covering VaR, PFE, portfolio and Asset Liability models.
The role will involve:
* Detailed evaluation of ALM and Market Risk Models
* Expert input into model development, validation, selection, back-testing, stress-testing, and review.
* Advising risk teams on best practice
* Building strong relationships with key stakeholders
As such candidates will be expected to have the following core skills and competencies:
* Strong academic background relative to quant risk modelling
* Extended experience of market risk model design, development, validation, stress-testing - ideally including oversight and governance.
* Strong knowledge of the regulatory requirements of market risk modelling
* Excellent stakeholder management/relationship management skills
* Any ability to code in VB or C++ would be beneficial.
This is an URGENT role on an initial 6 month contract so please apply ASAP!
Interquest Group PLC is acting as an Employment Business in relation to this vacancy.