VP - Quant Risk

I am currently recruiting for a VP level role which requires candidates from a Quant Risk/ Market Risk/ Credit Risk models background. This is to join a team that has oversight of the Quant Risk team in a large global banking group, to provide a risk and controls advisory stance on the business. This is a highly complex role that will fully utilise your Quant Risk/ models experience, and will help further develop this into new areas.

With a role that combines a hands on approach, as well as an emphasis on the delivery of reports, you will be responsible for managing senior relationships within the Quant Risk teams on a global basis to ensure all risk are highlighted, and have the relevant controls set up. This is something to take advantage of as moves into the business will be highly encouraged, and will see the successful candidate move into other areas such as model validation, model development, quant risk, quant developers, researchers and more.

I am looking for candidates with the below experience, with the skill-sets that will be fully utilised:

* Extensive technical knowledge of traded credit and/or market risk modelling techniques (CVA, DVA, PFE, VaR, IRC, APR/CRM etc).
* Extensive experience in model development and/or model validation
* Strong understanding of Basel 3 Credit and Market risk requirements
* Strong understanding of the evolving regulatory environment and its challenges
* Proven track record of senior stakeholder management
* Excellent communication skills, ability to communicate effectively to senior technical specialists (Model Developers, Model Validation, Risk Managers etc) and senior non-technical individuals

If you would like to be considered, please send an updated CV to Joseph Reeves.

I am unable to reply to every unsuccessful candidate.To find out more about Real please visit www.realstaffing.com