Model Validation Risk/Pricing Professional - AVP / VP
- Recruiter
- BCT Resourcing
- Location
- London, London
- Salary
- £70,000 - £120,000 per annum
- Posted
- 10 Jan 2017
- Closes
- 07 Feb 2017
- Ref
- 1358386
- Contract Type
- Permanent
- Hours
- Full Time
Position: Model Validation Risk/Pricing, AVP - VP
Location: London
Salary: £70000-£120000 per annum
Job type: Full time
Our company client is a leading business who are currently seeking to appoint a driven Model Validation Risk/Pricing, AVP - VP Professional to join their team based in London. This is an excellent opportunity for career advancement.
Key responsibilities:
- The role holder will be responsible for independently performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models, as well as performing and documenting reviews of other model types, including finance models
- The role holder will be expected to assist in the timely delivery of valuation model uncertainty analysis for quarterly model risk reporting
- The role holder will be expected to contribute toward the continuous innovation and improvement in efficiency and effectiveness of processes within the asset-class group, including discussion of overall team strategy
Main competencies and qualifications required:
- MSc/PhD in quantitative discipline
- Proven ability to understand a variety of pricing modelling apporaches and their relative strengths and weakensses
- Extensive programming experience (VBA, C++, Python)
Keywords: Model Validation Risk/Pricing, AVP - VP
If you are interested in hearing more about this opportunity, please don't hesitate to send your CV and APPLY NOW.
Location: London
Salary: £70000-£120000 per annum
Job type: Full time
Our company client is a leading business who are currently seeking to appoint a driven Model Validation Risk/Pricing, AVP - VP Professional to join their team based in London. This is an excellent opportunity for career advancement.
Key responsibilities:
- The role holder will be responsible for independently performing and documenting analysis and testing of pricing models, market risk models and counterparty credit risk models, as well as performing and documenting reviews of other model types, including finance models
- The role holder will be expected to assist in the timely delivery of valuation model uncertainty analysis for quarterly model risk reporting
- The role holder will be expected to contribute toward the continuous innovation and improvement in efficiency and effectiveness of processes within the asset-class group, including discussion of overall team strategy
Main competencies and qualifications required:
- MSc/PhD in quantitative discipline
- Proven ability to understand a variety of pricing modelling apporaches and their relative strengths and weakensses
- Extensive programming experience (VBA, C++, Python)
Keywords: Model Validation Risk/Pricing, AVP - VP
If you are interested in hearing more about this opportunity, please don't hesitate to send your CV and APPLY NOW.