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Model Validation | Risk Models

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: CRHS230220181749
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 23/02/2018
Quantitative Risk Model Validation Specialist for Leading European Investment Bank 

 
Description

A leading European Investment bank is looking to expand their Risk Model Validation group reporting into the Head of Risk Analytics. The position will be heavily involved in the validation of all models across the risk space, excluding the IRB function and will be required to liaise closely with the development and implementation groups as well as certain front office stakeholders.

Key Requirements
  • 5+ years’ experience within a related quantitative function in a financial institution
  • Direct experience working within a model validation group
  • Excellent communication skills (Fluent English required)
  • Strong educational background (Quantitative / Numerical / Statistical subject)
  • Willing to relocate to Denmark OR already based there
  • Team Player and ability to work effectively independently
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