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Quant Analyst | London

  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £100000 per annum
  • Job reference: CRHS160220181646
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance, Risk Management
  • Date posted: 16/02/2018
Quantitative Risk Model Validation Manager for Leading Financial Services Management Consultancy

Description

A leading financial services consultancy is looking to add a Team Head to their Quantitative Risk Model Validation group to work across their investment banking portfolio. The role will manage and mentor a team which will focus primarily on Market Risk models (Var, Stress Testing, RNIV, CCAR, IRC) as well as still have a hands on element within the quant analytics.

Key Requirements
  • Excellent academic background (PhD / MSc in Quantitative / Statistical / Numerical subject)
  • Strong communication skills
  • 4+ years’ experience within a Quant Risk Modelling function
  • Strong exposure to various risk concepts including VaR, RNIV, IRC and CCAR
  • Familiarity with financial products
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