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VP - Risk Model Validation Analyst

  • : £90,000 - £110,000
  • : Permanent
  • : London
  • : Financial Services Group

Model Validation Quantitative Finance Derivative Pricing Credit Risk



Job Specification

Our client a Financial Services Group is currently looking for a risk model validation analyst to form part of the team that will be responsible for the organisations risk models.

Responsibilities

The key responsibilities will include conducting model validation, implementation tests and model risk analysis. In addition to independent model validations of in-house Risk Models that will be used to assess the stability or business continuity the group in respect of capital planning and capital adequacy, liquidity adequacy, recovery and resolution planning and general management.

Requirements

  • 6 + years experience in a Quant environment
  • Postgraduate Degree | PhD (Advantageous)
  • Experienced in quantitative financial modelling and able to deliver results within tight deadlines
  • Strong development skills
  • Strong verbal and written communication skills
  • Self-motivated work attitude
  • Knowledge in derivative pricing, counterparty credit risk models etc

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