Accessibility Links

Stress Testing & Economic Capital Quantitative Modeller

  • Job type: Permanent
  • Location: London
  • Salary: £75000 - £95000 per annum
  • Job reference: 321803/002_1532365014
  • Sector: Selby Jennings, Risk Management
  • Date posted: 23/07/2018

A top Tier Investment bank is looking for a Quantitative Risk Modeller to work within its Operational Risk & Economic Capital setup in London. The role will have a focus on models estimating and forecasting Operational Risk losses across a variety of risk types under stressed and normal conditions.

Key Responsibilities:

  • A key member of the model development setup. You will be adding valuable insights and offerings to model design, data analysis, statistical techniques and efficient coding

  • Provide for the strategic vision for operational risk stress testing and capital modelling

  • Accurate code documentation, coding and testing

  • In line with the internal and external standards, write and maintain model documentation

Qualifications:

  • A degree in a quantitative discipline, with a preference in a Mathematical or Statistical subject

  • Operational Risk and model development exposure

  • A coding ability in one or more of Python, Matlab, C/C++

  • Knowledge of economic capital and stress testing approaches

  • Knowledge of data analysis and statistical techniques, including regression and factor models is preferable

Similar jobs
SVP Stress Testing
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$180000 per year
  • Description A globally renown investment bank located in Midtown, Manhattan is seeking an accomplished risk professional with diverse risk, financial and strategy experience to join their innovate enterprise risk
Head of Portfolio Construction/ Research
  • Job type: Permanent
  • Location: Connecticut
  • Salary: US$150000 - US$200000 per year
  • Description Things You Will Be Doing Performing portfolio risk analysis using a variety of factor models to generate the risk exposure and P&L attributionInfluence and design current and new risk
Prime Brokerage Risk FCM Specialist VP/ED
  • Job type: Permanent
  • Location: New York
  • Salary: US$200000 - US$275000 per year + Competitive
  • Description A leading prime brokerage risk group is looking to bring on a senior level member either at the VP or ED levels who is exceptionally well versed in the FCM space! In this high exposure role
Data Integrity Senior Associate
  • Job type: Permanent
  • Location: Dallas, Texas
  • Salary: Negotiable
  • Description This position is primarily responsible for pursuing a data strategy, including data governance and data quality, that will enable FRM to sufficiently manage risk.
VP - Model Risk
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$120000 - US$165000 per year
  • Description A Global Investment Bank is looking to hire a Vice President to their Model Risk Management team. This role will specifically be focused on reviewing and challenging their wholesale credit risk models