Quant Risk -Advanced capital calculation London
Do to an FSA influenced capital reduction programme, I am currently looking for VP level Market Risk/ Credit Risk models Quant Risk specialists. This candidate will oversee the Quant teams, and provide advice on risk and provide model validation services to the business.
This is a highly quantitative role that required risk specialists with experience in:
- Advanced capital calculation methods for regulatory capital
- Model validation
- Basel 2/3
- Monte Carlo Simulations
- Stress Testing models
The salary for this role is competitive and due to the wide business exposure, provides opportunity to move into other business units.
If you would like to be considered, please send a copy of your CV to Joseph Reeves.
To find out more about Real please visit www.realstaffing.com