The ideal candidate must have significant Model Validation experience within a Market Risk or Counter-party Credit Risk capacity, a high level of proficiency with one or more coding languages such as C++, Python, Matlab and a thorough understanding of financial instrument products traded by Investment Banks.
-Strong coding skills in one or more of the following (C++, Matlab, VBA, Python)
-MSc within a statistical an mathematical field
-A deep understanding of Investment Banking products
-Previous experience working within Market Risk or Counter-Party Credit Risk Model Validation
-Strong communication and stakeholder management skills
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
- Market Risk
- Model Validation
- Counter-party Credit Risk
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