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Model Risk Quantitative Analyst

  • Location: London
  • Sector: Risk
  • Salary: £650 - £800 per day
  • Job type: Contract/Interim/Temporary
  • Date posted: 27/11/2017
  • Job reference: 28433
This vacancy has now expired.

This is an exciting opportunity for a Model Risk Quantitative Analyst to join a well-known bank in the city.

Responsibilities of this role include, but are not limited to:

  • Reviewing and testing models
  • Discussing the results of reviews, implementations and ongoing monitoring of models
  • Independent re-implementation of front office models for benchmarking and validation
  • Documentation of validation activities
  • Liaising with front office model developers and other control functions to ensure proper governance of the model inventory

Requirements of this role include, but are not limited to:

  • Sufficient experience of implementing and validating investment bank pricing models
  • Strong finance or risk background
  • Strong programming knowledge in C++
  • Experience of developing and testing models in Python

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