Risk Modelling - AVP/VP
- 70,000 - 100,000
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- Eximius Finance
- 22 nov. 17 2017-11-22
A boutique investment bank is looking to increase headcount within their risk analytics team focusing on methodology across the board.
The role will cover a number of areas within risk therefore the ideal candidate needs to have had exposure to a broad range of models:
- Credit Models (PD, LGD, EAD);
- Credit Portfolio modelling;
- Liquidity modelling;
- Operational Risk (Actuarial Frequency vs Severity) modelling.
The successful candidate will have as follows:
- Individual needs to have between 2-6 years’ experience (as a minimum)
- Individual must be able to understand practical application of models and model short comings and what can be done to compensate for such.
- Hands on model development experience is beneficial
- Good academic qualifications (at least MSc majoring in Maths/Physics/Engineering)