Director Quantitative Risk Director Quantitative Risk …

Cooper White Group
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 15 juil. 20
Competitive
Cooper White Group
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 15 juil. 20
Competitive
My client is a leading Investment Bank based in The City. They are looking to hire an experienced professional within Quantitative Risk, to lead their Model Validation function. They are beginning interviews via Video Conferences.

Responsibilities:
 

  • Manager the team responsible for assessing the theoretical assumptions of the models

  • Ensure models are fit for purpose

  • Develop relationships with the trading desks

  • Face off to the FCA and PRA when required
     

Requirements:
 

  • Advanced degree (MSc/PhD) in a numerical discipline

  • Experience either developing or validating Risk and Pricing models

  • Understanding of stochastic calculus and PDEs

  • Experience managing a team within Model Validation or Risk Methodology beneficial

 

Please submit a copy of your CV for further information.

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