Looking For New Opportunities?

Quantitative Analyst - Risk Models

  • : €80,000 - €100,000
  • : Permanent
  • : Frankfurt
  • : Risk Management | Model Validation

This Role Is Now Closed

However, we would still like to hear from you as we regularly have similar roles. Please contact us on:

Tel: + 44 (0) 203 772 4567

Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models



Job Specification

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.

Your Role

  • Will be to conduct model validation, including model risk analysis, of all internal Risk Models across the organisation.
  • Discovers and diagnoses modelling related risks including input data, assumption, concept, methodology, process and implementation
  • Discusses validation results with model owners and governance team to gain consensus and create strategies to implement changes if needed
  • Review model documentation and conduct test runs on model codes

Your Background

  • A minimum of 2 years working experience in a quantitative environment
  • A postgraduate degree such as a PhD (or equivalent) in a quantitative discipline
  • Established experience in quantitative financial models
  • Familiarity with Valuation and/or Risk Models (e.g. derivative pricing, counterparty credit risk models, Stress Testing models)
  • Familiarity with econometrics and general statistics
  • Strong implementation skills (Python/C++)
  • Strong verbal and written communication skills in English
  • Self-motivated work attitude

People Also Viewed

Pricing - Quantitative Analyst

  • : £75,000 - £100,000
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Pricing Models Quant Modelling

 


Senior Manager - Algorithmic and Machine Learning

  • : AUD 200,000
  • : Australia
  • : Permanent
  • : Risk Management | Model Validation

Quants Model Approvers Market Risk Operational Risk Compliance Controls Testing Teams Internal Audit External Audit

 


Corporate Legal Counsel

  • : £90,000 Circa
  • : Flexible working 2/3 Days in HQ
  • : Permanent
  • : Risk Management | Model Validation

OEM contracts Corporate Law Commercial Litigation Franchising Legal Counseling Licensing International Business Software Licensing Licensing Agreements Litigation

 


Payments Specialists – Operations and Resilience

  • : £50,000 - £60,000
  • : London - City
  • : Permanent
  • : Risk Management | Model Validation

Payment Operations Payment Systems Payments infrastructure Risk Management Banking

 


Quantitative Analyst - Machine Learning Engineer

  • : £95,000 - £120,000
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Problem Solving Data Mining Project Management Data Science Data Visualization Analytical Skills Statistical Modeling Artificial Intelligence (AI) Pattern Recognition Machine Learning

 


Equity Arbitrage Trader/PM

  • : £80k + Percentage of PnL
  • : London
  • : Permanent
  • : Risk Management | Model Validation

Python SQL Algorithmic Trading Analytical Skills C++ Hedge Funds High Frequency Trading Equity Trading Arbitrage

 


Can't find the role that you are looking for?

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.

Contact Us

STAY CONNECTED


   + 44 (0) 203 772 4567

   contact@maxfieldsearch.co.uk

© 2009 Maxfield Search. All rights reserved