Analyst

My client are one of the leading banks in Europe who are currently hiring into their model risk management function. The MRM team govern the model development process across a number of busines functions for the bank. They require a highly quantitative candidate who has come from a either validation,audit or model development background.

The ideal candidate will provide independent challenge and review of pricing models across all business of the bank and your work will cover a selection of models relevant to interest-rate, foreign exchange and credit products. Your work will cover a selection of models relevant to traded credit, interest-rate and foreign exchange products, and you'll use your expertise in quantitative modelling techniques gained in a business or applied academic research.

Candidate Requirements

- Pricing development experience

- Validation/Model Audit

- Stakeholder management

- Interest Rates

- Excellent documentation

- SR11-07