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Director of Model Risk Management | Netherlands

  • Job type: Permanent
  • Location: London
  • Salary: £100000 - £120000 per annum
  • Job reference: CRHS26012018
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 30/01/2018
Director of Model Risk Management | Netherlands

A leading global  Investment Bank is looking for a Director of Model Risk to cover their European business. The role will report directly into the Board of the firm and have autonomy to drive the direction on the function in both locations.

The incumbent will be responsible for overseeing risk modellers and research analysts.

Key Requirements
  • PhD, in Finance, Economics, Physics, Math or Engineering.
    • In-depth understanding of methodologies in the modelling across Market Risk.
    • Excellent quantitative modelling, analytical, research and programming skills (C++, SAS, Matlab).
    • Minimum of 8+ years of related experience in relevant applied modelling techniques.
    • Prior leadership role in leading teams, meeting deadlines and presenting results to executives.
    • Demonstrated management and leadership skills.
    • Excellent communication skills.
    • Knowledge of financial markets and products.
  • A 13th month's salary
  • 27 days holiday
  • Annual public transport pass 
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