Model Risk Manager (Quantitative background)
Posted on Sep 21, 2022 by iKas International
Job title: Model Risk Manager (Quantitative background)
Ikas International are currently recruiting on behalf of a top tier banking client based in London for a hands-on Model Risk Manager with a strong quantitative background. In this role the team covers market risk, counterparty risk and valuation risk methodologies so will require an individual who has proven experience within these areas.
To be successful in this role you will have a strong quantitative background with in-depth knowledge of capital markets, familiarity with pricing models as well with market and counterparty risk modelling techniques.
* PLEASE DO NOT APPLY IF YOU'RE ONLY CONSIDERING ROLES THAT ARE OUTSIDE IR35. THIS ROLE FALLS INSIDE IR35 AND WILL REQUIRE THE WORKER TO WORK VIA AN UMBRELLA COMPANY*
- MUST be able to commit to 2-3 days in the office (please be advised that the client is flexible, however require someone who is happy to work in a hybrid capacity)
- Strong quantitative background
- In -depth knowledge of Capital Markets
- Proven experience with many pricing models as well as market and counterparty risk modelling
- Extensive understanding of model risk management processes
- Advanced programming skills in Python/R/C#
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