Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models
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.
Quant Buyside Valuations Models Risk Governance Insurance Pensions Asset Management
Research Finance Market Research Risk Management Analytical Skills Legal Aspects Renewable Energy Credit Analysis Project Finance
Forecasting Finance Budgeting Strategic Planning Financial Accounting
Infrastructure Finance Financial Advisory Investment Advisory Loans Project Finance Investment Banking Deals Stakeholder Management Deal Creation
Credit Analyst Credit Risk Analyst AVP, Associate Natural Resources Mining Power Energy Oil & Gas Agriculture
Structured Finance Portfolio Management Risk Market Practice
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.