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Our client a leading European Investment Bank is seeking to build out their Risk Methodology team with a number of hires.
The team is based in London and is focused on developing models for stress testing Value-at-Risk (VaR) and modelling the market risk losses of the firm's trading portfolio. The team is also responsible for the market risk, stress infrastructure and represents Risk internally, facing off to the Front Office, as well as to external parties including the regulators.
The roles are all slightly different so if you have between 3 and 10 years relevant experience within Market Risk and / or Quantitative finance there will be an opportunity for you to develop your career.
In general you have:
A University degree in finance, economics, business administration or numerical discipline
Risk management experience within market risk and strong exposure to investment banking products
A strong analytical skills set and inquisitive mind
One or more of the following:
Expertise in an asset class with a strong understanding of the valuation models
A statistical background with expert level Time Series modelling
Experience is building models for pricing or risk
Coding expertise in R or Python is preferable
I would like to talk with you.
Internal Number: 4605035
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