Accessibility Links

Model Validation | Risk Models

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: CRHS230220181749
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • 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
Similar jobs
Senior Fuel/Gasoil Derivatives Broker
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description Senior Fuel/Gasoil Derivatives Broker, Broking, Marketing, Pricing, Execution of commodity derivatives, Energy, Paper, Commodities, Location - Singapore We are currently working with a global
High Yield Credit Analyst
  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$150000 - US$151000 per annum
  • Description An established credit investment management firm in the LA area is looking to add a Senior Credit analyst to their team. The analyst will be covering the High Yield and Leverage Loan space across a
Senior Associate, Investment Risk Management
  • Job type: Permanent
  • Location: Newark, New Jersey
  • Salary: US$100000 - US$130000 per annum
  • Description An American Fortune 500 is looking for a senior associate to join their Investment Risk Management group. In this position, you will be doing the design and development of quantitative credit analysis
Director Securitized Product Modeller
  • Job type: Permanent
  • Location: New York
  • Salary: £350000 - £450000 per annum
  • Description Director Securitized Product Quant Modeller We just got off the phone with the Global Head of Quants at a Global Investment Bank that is looking to significantly expand their front office Quant
Manager of Modeling & Analysis
  • Job type: Permanent
  • Location: Greenville, South Carolina
  • Salary: US$120000 - US$140000 per annum
  • Description A rapidly growing institution is seeking highly quantitative individuals to join their industry leading core model development team. This team is responsible for managing all facets of the modeling