My client, a leading Investment Bank, is looking for an experienced ModelRiskManager to join them on a 6 month contract.
Make your application after reading the following skill and qualification requirements for this position.
The role-holder will be a member of the RISK department of the company handling counterparty risk, market risk, and valuation risk methodologies.
The successful candidate will support the team within the department to create market risk internal models (VaR, Stressed VaR, IRC, CRM, PFE, EEPE, SA-CCR, SIMM etc.).
Role requirements include having established experience working within financial services sector and experience with modelrisk management, Python/R/C# and preferably a degree in business mathematics.
Role Requirements:
Experience and understanding of capital markets and how they operate etc.
Familiarity of many pricing models as well as market and counterparty riskmodelling techniques.
Advanced skills in Python/R/C# In-depth understanding of modelrisk management processes, regulatory requirements, internal policies, standards and templates.
Start date:
ASAP Duration:
6 months Rate:
up to £1000pd via umbrella Base location:
Marylebone, London - 50% hybrid If this is of interest, please apply with your latest CV and I will be in touch if your profile matches the spec. HydrogenGroup LondonEngland
