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A London-based investment bank is seeking a candidate with diverse risk modelling experience to join their model validation team. This team has expanded to cover risk models across credit risk and market risk in the trading and banking books. An ideal candidate will have model validation experience with various risk models. A strong technical skill set, as well as a passion for and exposure to modelling techniques, is required for this role.
Covering credit risk and market risk models; play a role in determining new and innovative methods for model validation teams
Determine strategies for the use of different models across various lines of business
Develop models as related to CCAR/DFAST stress tests
Liaise with senior management to determine best practice functions for model development division within the bank
3+ years of relevant experience
Masters degree in economics, statistics, mathematics, or business; PhD preferred
Able to communicate effectively both verbally and through writing
Great work ethic and ability to work independently
Knowledge of programming languages and statistical tools such as SAS, R, Java, MATLAB, Python, C/C++