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Credit Risk Manager Next (#1,305,839,668) 

Job offer #1,305,839,668 in London (Greater London), United Kingdom

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Junior Model Validation Quant (Equities)

Recruiter
RiskTech Financial Services

Location
London

Salary
Competitive

Posted
19 Jan 2019

Closes
16 Feb 2019

Sectors
Banking & Financial Services

Contract Type
Permanent

Hours
Full Time

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Junior Model Validation Quant is required for a global investment management firm. This is a front office position working closely with the traders and sales team. This Quantitative Analyst will be validating the integrity and comprehensiveness of Risk Models and Valuation Models in the firm. This investment management also develops measures of Model Risk; monitoring Model Risk vs. the firm's Model Risk Appetite and escalates model approval breaches. Equities and Risk models are vital for this position.

Experience:

?? Equity valuation models

?? Python/ C++

?? Review of implementation, with benchmarking against approved models and/or independent re-implementation

?? Model Risk analysis: identification, analysis, and quantification of model limitations

?? Definition of mitigating actions (model usage restrictions, improvement recommendations, reserves), in agreement with all stakeholders (FO Quants, Trading)

?? Model Risk/Performance Monitoring and Reporting

?? Clearly and concisely communicate the results of the Model Validation analysis to the rest of the team, other less quantitative functions and senior management

?? Experience with Equity models/products

?? Knowledge of numerical methods (Finite difference, MonteCarlo)

?? Significant working experience in Model Validation or Model Development teams

Location: London

Salary: GBP Competitive + Bonus + Great culture

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If you're interested in this opportunity, please forward you&# 039;re CV. Alternatively, if you would like to know more information or have a confidential discussion please contact for more details
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--> ?? Significant working experience in Model Validation or Model Development teams

Job Details

Job Location
Town
London
Population
7,172,000
Post Code
GB-SW1V
District
Greater London
State
Greater London
Country
United Kingdom



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    1,305,839,668
    Posted
    27 days ago
    Short-Link
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