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Market Risk Model Developer

  • Job type: Permanent
  • Location: New York
  • Salary: $130000 - $190000 per annum
  • Job reference: MRMD
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 20/11/2017
Tier 1 bank is looking to add on multiple team project leads to their quantitative risk team. 

The ideal candidate should have a strong quantitative background as well as superior communication skills as you will face off against regulators.  The team's focus is on the development, implementation, and validation of quantitative risk models.  This will involve developing IRC and CRM models for the groups key counterparts and credit exposures

Key Requirements

  • Excellent Quantitative academic qualifications (PhD preferred)
  • 5+ yrs experience within a related function (Risk modelling, Quantitative Analytics)
  • Advanced knowledge of capital markets
  • Strong IRC/CRM modeling experience
  • Good understanding of Basel II
  • Excellent programming skills (Python)
  • Strong Communication skills
If you are interested in learning more about this role please apply in with an updated resume in word format.
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