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As part of a Global Model Risk Management team, you will be hands on Quantitative Analyst and managing a small team in different locations on Europe. The team is responsible for the Validation/Review of all Risk models in the bank, across Market, Credit and Operational Risk.
You must have:
A Masters, DEA or PhD in quantitative fields such as computational finance, mathematics, statistics or equivalent
In depth understanding of mathematical concepts and model development & validation processes
5 to 10 years' experience in financial services industry building or validating models
Familiarity and hands-on experience validating models under the SR11-07 and other regulatory framework
Excellent organization, attention to detail, and proven ability to deliver
Strong communication skills (both written and verbal)
Strong coding ability at least 2 of SAS, R , Python and C++
Send your CV for immediate consideration.
Contact ITS City To talk directly with us to discuss this vacancy and the client, please contact Simon Adams on: Email: firstname.lastname@example.org Direct Line: +44 (0) 203 176 6648