Head of Scenario Stress Calibration - Traded Risk Control

Recruiter
.
Location
London (Central), London (Greater)
Salary
Competitive
Posted
07 Apr 2017
Closes
05 May 2017
Contract Type
Permanent
Hours
Full Time

A leading Global Financial Institution is seeking to employ a Head of Scenario Stress Calibration - Traded Risk Control, based in London

Hours 35 per week/permanent.

Competitive salary offered.

The role holder will manage the controls and quality of risk factors used across market risk and credit risk models, optimising model efficiency and preparing for new regulatory requirements.

They will deliver analysis and expertise on Market Data and Risk Factors within Traded Risk, act as a relationship manager to risk managers and risk analytics, support risk model efficiency and on-going validation. They will deliver new control and governance standards for market data and risk factors, deliver high quality MI reporting/analysis and maximise usage and quality of data.

They will also assist in the optimisation of capital model efficiency and accuracy of capital requirement computation e.g. demise of Risks Not in VaR.

The successful candidate will be a graduate and will have the following:

  • A degree/post graduate qualification in a quantitative, finance, engineering or technology discipline
  • Familiarity with market and/or credit risk techniques and methods
  • Pricing or valuation control experience, more specifically understanding of IPV processes, bootstrapping techniques, model parameter controls, etc
  • Experience of market data management, data cleansing and sourcing

 

Closing dates for applications: 5th May 2017

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