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Development, analysis and testing on model performance for Traded risk purposes.
Investigation of performance issues and recommendations for remediation
Ensuring models are testing methodologies are compliant with relevant regulations
Working closely with Risk managers, Traders, Quants and other Internal Stakeholders.
Be the SME for Traded Risk model-related committees.
Strong experience in model development and programming in Python, VBA or C#/C++
Working knowledge of Pricing and Risk Measurement models and techniques in line with traded market instruments
Masters or PhD level education in relevant Mathematical or Statistical subject.
Good communication skills and stakeholder engagement.
If this looks like an opportunity which you feel you could be good for and are interested in applying, please send you CV to cjarvis@astoncarter (.com) or call Chris Jarvis on 02075327964 for more information.
Internal Number: 5851548
About Aston Carter Ltd
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