CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Twenty Financial Services are currently searching for a Quantitative Risk VP for an Investment Bank based in London. The role will focus on Initial Margin Models and will be responsible for leading a newly created team within the Quant Risk division.
Calculations of initial margin and the performance of the models
Work with the development team to monitor the models are providing correct outputs
Lead on model updates and new product calculations
Reporting of the model performance for regulatory purposes and committees
Strong quantitative risk skills
Knowledge of derivatives pricing and traded products
Ideally from an initial margin or FRTB background
Would also consider those with market risk and counterparty credit quant backgrounds
Internal Number: 6315390
About Twenty Recruitment Group
eFinancialCareers is a career site specializing in financial services.