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My client is one of the leading US Banks with a unique culture for collaboration and career progression. This is a rare opportunity as my client has as track record for successfully promoting from within. Please note that the Bank has a rigorous interview process.
The quantitative risk management team is responsible for a wide range of duties including pricing model validation, counterparty risk exposure management, Market Risk Methodology development (including VaR & Expected Shortfall (ES) as well as Model Risk. The role will report directly into the EMEA Head of this wider team.
The sub-team that this will sit in is responsible for developing Market Risk Methodology and analysis of all models used throughout the firm for the valuing and risk management of derivative contacts, ensuring validity and consistency. In addition providing advice to senior management on risks associated with large transactions
Essential Skills and Experience
A PHD in a quantitative field would be advantageous
A strong quantitative background
Excellent programming knowledge with regards to Python, C++, R or Matlab
Ability to articulate complex models to a variety of audiences
Someone who is a natural team player and thrives in a fast paced working environment.
If you would like to be considered for this role, please submit your CV