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Job Overview

Quantitative Analyst - Market Risk/Counterparty Risk Model Review

Location: London, United Kingdom Salary: £650-700 per day
Type: Contract Start Date: ASAP
Posted: 5 months ago Contact: Stuart Beekmeyer

A top tier investment bank is looking for a Quantitative Analyst - Model Review/model validatoin who will have responsibility for the independent risk control, review and validation of models. These include derivative pricing models in all product areas (i.e. interest rates, currencies, commodities, equities, credit, and securitized products), as well as models used for counterparty credit risk (CVA/IMM), market risk, operational risk, and capital and liquidity stress tests.

Primary Responsibilities

• Review, test and independently implement risk, capital and/or stress test models
• Produce written model review reports
• Conduct on-demand analyses of model performance
• Participate in the model control and model risk management processes of the Firm

Skills Required (essential)

• The candidate should have VP-level experience gained in a similar role at an investment banking institution
• Masters or Ph.D. degree (or equivalent) in Finance, Economics, Mathematics, Physics, Engineering, or a related quantitative field
• In-depth knowledge of mathematical finance and statistical techniques
• Ability to program risk and capital models
• Clear thinking, good business sense and judgment
• Strong interpersonal skills