Model Validation - Market Risk & Liquidity Risk

  • Gehalt: Competitive Salary + Bonus
  • Standort: London, England, Großbritannien
  • Art des Jobangebots: Vollzeit
  • Unternehmen: JCW Search

Leading Bank in London is currently looking for a quantitative candidate to join it's model validation team, responsible for validation and development of it's financial risk models across the Bank.

The successful candidate will be responsible for validation bank-wide Market Risk, Liquidity Risk, and ALM models, as well as performing model risk analysis and reporting to the Risk Committee. Models covered will include, but not be limited to:

  • VaR
  • ALM (QRM)
  • IRRBB
  • Behavioural Models
  • Stress Testing
  • Forecasting

Candidate Requirements:

  • Numerical education, with preference for strong statistical modelling knowledge (regression, stochastic calculus etc)
  • Experience in model development or model validation of market risk/liquidity risk/ALM models
  • Good Excel programming experience

For more information please apply directly to this advert or email me with your CV directly to alex.jenkins@jcwresourcing.com

 

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