Risk Modelling - AVP/VP

  • 70,000 - 100,000
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Eximius Finance
  • 22 nov. 17 2017-11-22

A boutique investment bank is looking to increase headcount within their risk analytics team focusing on methodology across the board.

The role will cover a number of areas within risk therefore the ideal candidate needs to have had exposure to a broad range of models:

  • Credit Models (PD, LGD, EAD);
  • Credit Portfolio modelling;
  • Liquidity modelling;
  • Operational Risk (Actuarial Frequency vs Severity) modelling.

The successful candidate will have as follows:

  • Individual needs to have between 2-6 years’ experience (as a minimum)
  • Individual must be able to understand practical application of models and model short comings and what can be done to compensate for such.
  • Hands on model development experience is beneficial 
  • Good academic qualifications (at least MSc majoring in Maths/Physics/Engineering)