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My client is a leading risk management consultancy firm, providing management assistance to financial institutions globally. They are urgently looking to hire a Market Risk Consultant, with no less than 3-5 years of consultancy experience, to implement, review and model Incremental Risk Charge models.
Reference projects: * Market Risk model validation. * Development of pricing tools for different instrumental categories. * Support to capital markets business units. * Market pricing for business units and divisions.
Ideal candidate will: * Have a deep knowledge of statistical software for market risk. * Advanced programming of VBA & Excel. * Good knowledge of macro coding. * Master's Degree in Finance, Financial Engineering or similar.