Quantitative Analyst-Market Risk Model Validation-Global Bank

Leading global investment bank requires a Quantitative Analyst to work in Traded/Market Risk Model Validation

Key responsibilities -
-Support development and implementation of global standards for validation of traded risk models
-Review and validate existing traded risk models to establish fitness for purpose in the business
-Ensure models perform robustly at all times
-Assure the quality of the models and provide the necessary feedback to stakeholders
-Understand local and global regulatory requirements and their impact on the models

Required experience -
-University degree and/or Ph.D. in a quantitative field
-Good practical understanding of stochastic calculus, econometrics and familiarity with sophisticated tools for numerical analysis
-Good practical understanding of financial derivative products of different asset classes
-Previous experience of Market Risk Model Validation
-Relevant working experience in a bank, consultancy or advisory firm, including development, validation or control of traded risk models.

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Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003