Posted 18 days ago
Description
Join a leading financial services organisation in a high-impact Model Risk role covering Financial Markets, Risk and Treasury.
You’ll independently assess and challenge complex models across:-
- Market risk
- Regulatory capital
- IRRBB
- Treasury
What we’re looking for:-
- Strong quantitative experience within Financial Markets
- Expertise in derivative valuation and risk models
- Experience across linear and non-linear products
- Knowledge of IRRBB and relevant prudential standards
- Programming experience in C++, R or similar
- Strong stakeholder skills and confidence challenging complex models
- Experience with Murex, Calypso, QRM or similar platforms would be highly regarded.
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