Our client is a major banking group based in the city and they are seeking a Quantitative Analyst to join their quantitative risk team within Model validation. The group is responsible for independently validating the integrity and comprehensiveness of Risk Models & Pricing Models across the organisation globally, with added remit of managing Model Risk.
Liquidity Risk ILAAP Corporate Banking VBA Risk Management Stress Testing Treasury Risk
Agricultural Energy Mining Structured Finance
Python Risk Management Regulatory Requirements Regulatory Submissions Market Risk R Business Administration Quantitative Investing Stress Testing
Information Security Info Sec IT Risk Operational Resilience Cyber Risk PSD2 Payment Risk
Model Validation Quantitative Finance Derivative Pricing Credit Risk
Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.
If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.