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Global Investment Bank seeks Market and Counterparty Risk Modeller
You will be responsible for accurately and effectively capturing Market & Counterparty Risk, ensuring Regulation Model Compliance, Identifying model deficiencies, rectifying weaknesses, documentation, supervising Model Validation, Model development and Implementation. You possess programming skills in either C# or C++ (structured environment)
You will focus on Credit & Repo Models not (exclusively) ideally have improved the "Value at Risk" VaR Model and have key understanding of the FRTB and understanding of Risk Factors and their parameters.
My client requires a strong communicator to face off to the Front Office , IT, Risk Quants and Model Validation Teams combined with a strong academic background with a minimum of a MSc in a Quantitative discipline and 3 years commercial experience.
To apply submit your CV to Ben Baxter ASAP
0203 176 6647
Internal Number: 3120919
About ITS-City Ltd
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