My client, a leading Investment Bank, are looking for a Quantitative Risk professional to join their expanding Model Risk department in London, focusing on XVA and VaR models.
Responsibilities:
- Assess underlying assumptions of VaR and Credit Derivative Pricing models.
- Develop cross asset class analytical tools
- Break down technical concepts to non-technical stakeholders
- Ensure models are in line with regulatory requirements
Requirements:
- MSc/PhD in a numerical discipline
- Prior experience in a quantitative role
- Exposure to CVA or Market Risk models
- Experience with Python
Please submit your CV below, or contact me on lewis.clarke@greshamhunt.com for information on all my current roles.