To Join a global investment bankn based in London.

The role:

• Manage risk that arises from models used in the firm for derivatives valuation to models used for risk management, liquidity & capital computations.
• Independently validate & approve models, including raising & managing model validation findings.
• Focus on this role is VaR & Counterparty Credit Risk (CCR) Modeling for: FI,FX, equity, credit & securitised products.

You:

• PhD ideally in a quantitative discipline (maths/physics/financial engineering) etc
• Minimum of 2 yrs in a risk model validation or development role.
• Complete understanding of all aspects of a VaR computation framework & CCR modelling.

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