Quantitative Risk Analyst
My client is Global Investment Bank who are looking for an experienced Quantitative Analyst to head up their model validations team, working on all statistical models in US across the global brand.
This team is responsible for model and trade approvals concerning all asset classes within Credit Derivatives and Insurance, as well as identifying and documenting the risk arising from these models.
This is an opportunity to head up a team that will provide subject matter advisory to teams on a international scale, and work on a daily basis with senior stakeholders such as the Global Head of Model Validation.
- Contributing to the development of benchmark pricing models with the trading departments
- Acting as an SME for all quantitative methods attributed to credit, Fixed Income, hybrid derivatives and insurance
- liaising on a daily basis with international teams across trading, risk, and modelling, as well as reporting directly to Global Heads
Key Skills and Competencies:
- Coding With C++
- Knowledge of Fixed Income, credit derivatives, and insurance
- Experience within a Quantitative environment
- Demonstrable Knowledge of Insurance regulatory frameworks
- Demonstrable experience within model building and model validations
Those that feel they are a strong candidate should forward their profiles
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