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Charles Levick are aiding a leading Investment Bank in their search for a Stress Testing Model Validation Analyst to join their Risk Team in London! This is an excellent opportunity to consider with the prospect of furthering your career and enhancing your skillset.
Perform independent model validation of stress testing models.
Consider risk calculations for stress testing models.
Liquidity and Capital analysis.
De-bugging and testing in c++
Experience in a quantitative enviornment.
Strong implementation skills (c++/python)
A postgraduate degree in a quantitative discipline
Familiarity with Valuation and/or Risk Models (i.e. derivative pricing, CCR models) is desriable.
If this sounds like something you are interested in, please do get in touch with the team at Charles Levick on 0206 614 0926!