You will be joining the clients Operational Risk Analytics department, working on their economic capital requirements team, developing and maintaining Capital models
The ideal candidate must have strong Qualifications in Mathematics, and proficiency in Excel and VBA with extensive experience manipulating large datasets. Experience with R, and previous experience working within Operational risk in a Global Bank would be highly desirable.
Candidates coming from a Quantitative Background would be high desirable.
-Fluency in Excel/VBA
-Strong MSc/PhD within a Quantitative field
-Strong understanding of Operational Risk within a Banking Environment
-Knowledge of complex statistical concepts (e.g. Monte Carlo Simulation, Lognormal Probability)
-Strong communication, ability to explain complex concepts to the layman.
If you are interested in this role and have similar experience to that outlined above, please apply with your up to date CV for a full specification.
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
- Operational Risk
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