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VP Market Risk Model Validation - Tier 1 Bank - London

Job Title: VP Market Risk Model Validation - Tier 1 Bank - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £80000.00 - £100000.00 per annum
Reference: BBBH16318_1504080986
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: August 30, 2017 09:16

Job Description

Twenty Financial Services are currently recruiting for a Model Validation VP for a Tier 1 Bank based in London.

The main responsibility of the role will be validation of market risk and counterparty credit risk models.

Responsibilities:

  • Analyse and test market risk and counterparty credit risk models as well as some pricing and finance valuations models.
  • Delegate work within team, prioritising results for stakeholders.
  • Back up results and explain to senior management and stakeholders their conclusions and analysis.
  • Contribute towards team strategy and improvement of processes.

Skills required:

  • Strong quantitative background within market risk, counterparty credit risk or pricing models.
  • Excellent programming skills, C++ preferred.
  • Proven senior stakeholder management skills
  • Good educational background, postgraduate level in a quant area.