Model Validation Risk/Pricing, AVP - VP, GBP70k-GBP120k

Recruiter
Anonymous
Location
London
Salary
70000.00 GBP Annual
Posted
19 Apr 2017
Closes
17 May 2017
Category
Accounting
Function
Consultant
Contract Type
Permanent
Hours
Full Time
Key responsibilities:

- The role holder will be responsible for independently performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models, as well as performing and documenting reviews of other model types, including finance models

- The role holder will be expected to assist in the timely delivery of valuation model uncertainty analysis for quarterly model risk reporting

- The role holder will be expected to contribute toward the continuous innovation and improvement in efficiency and effectiveness of processes within the asset-class group, including discussion of overall team strategy

Key skills:

- MSc/PhD in quantitative discipline

- Proven ability to understand a variety of pricing modelling apporaches and their relative strengths and weakensses

- Extensive programming experience (VBA, C++, Python)

Model Validation Risk/Pricing, AVP - VP, GBP70k-GBP120k