Accessibility Links

Risk Modelling | London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: CRHS29012018
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 29/01/2018
Market risk methodology – VP level | VaR Analytics

Quantitative risk candidate required for IB’s risk modelling team focusing on VAR analytics and model implementation

A leading global investment bank is looking to expand its front office quantitative risk team with this key hire. The position will work closely with the front office teams in the development of strategies and procedures in the measurement of all models developed by the quantitative risk teams at the bank. The risk specialist will have consistent interaction with senior management and play an active role in new product development and implementation working closing with the quant research teams.


The market risk specialist will have the following responsibilities:
  • Delivery of new risk information from front office systems
  • Enhancements of the VaR methodology
  • Oversee the global testing, rollout and implementation of VaR and other market risk models.
  • Liaise with business facing risk managers as well as IT and risk methodology.
  • Interact with senior management in other areas of the business in regards to new product development and its relation to quantitative risk.
The successful candidate is likely to have the following background and skill set:
  • Degree educated (or equivalent) in a quantitative subject
  • Good rates product knowledge, sound understanding of regulatory requirements and latest market best practice for VaR methodology and stress testing
  • Thorough knowledge of vanilla financial Instruments and an appreciation of VaR techniques for both linear and non-linear portfolios
  • Experience of managing front to back development in risk capture/infrastructure/reporting and modelling
  • Experience of Trading/Market Risk/Credit Risk/Middle Office/Finance would be a pre-requisite
  • Quantitative background and VBA/Access skills advantageous
Similar jobs
Senior Quantitative Risk Research Role
  • Job type: Permanent
  • Location: Philadelphia, Pennsylvania
  • Salary: US$100000 - US$150000 per year + Bonus
  • Description Responsibilities: Work independently to conduct projects and thorough analysis under supervision of senior analysts utilizing sophisticated quantitative skills such as data analysis, option pricing
Director - Data Science - Credit Risk
  • Job type: Permanent
  • Location: New York
  • Salary: US$190000 - US$230000 per year
  • Description Responsibilities: Develop and implement models using machine learning and deep learning techniques for the consumer lifecycle (acquisitions, underwriting, collections, fraud, etc
Senior Credit Analyst - Commodities / Trade Finance, Bank
  • Job type: Permanent
  • Location: Singapore
  • Salary: S$120000 - S$160000 per annum
  • Description Our client is a leading International Bank with strong presence across Asia Pacific. We are hiring a Senior Credit Analyst to be based in Singapore and this role will cover the Commodities
Director - Treasury Risk Oversight & Analytics
  • Job type: Permanent
  • Location: McLean, Virginia
  • Salary: Bonus
  • Description A leading top 50 Fortune 500 company based in Northern Virginia is hiring for a Director of Treasury Risk Oversight & Analytics. The company has been consistently voted as one of the best
VP - Machine LEarning Model Development
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description Machine Learning is rapidly changing the landscape of the business and consumer lending spaces. This opportunity would allow you to develop a variety of machine learning models at one of the largest