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State Street Corporation

Edinburgh, United Kingdom


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Morgan McKinley

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Birmingham, United Kingdom

Morgan McKinley

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BNY Mellon


Fourier Ltd


DBS Bank Limited

Singapore, Singapore

Deutsche Bank

Frankfurt am Main, Germany

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AVP- Quantitative Risk (12 months contract)
Our client, a Reputable Financial Institution, is looking to a hire a high caliber to join group - quantitative risk management team to support initiatives such as new product/service launch, methodology changes and model parameter reviews. Requirements: Participate actively in model implementation, testing, analysis, and data collection and clean-up etc. Develop and maintain of our pricing/risk models and infrastructure components. Support and liaise with risk management units on quantitative issues such as pricing, risk analysis, historical analysis, and statistical analysis. Collaborate closely with the model validation team to facilitate the validation of the models that the team developed. Work with the Data teams in

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