Quantitative Risk Methodology/Model Validation Role - Investment Bank

Bulge bracket Investment bank is hiring across the board for their candidate within the Quantitative Risk Space.

Responsibilities:

Developing market risk models. Models must capture the economic and statistical properties of the underlying market risk factors.

Implementing new models as well as providing ongoing independent validation review on wide range of Core Risk Capital, CCAR, Derivative Models for existing models

Responsible for the development and specification of the quantitative methodologies used for measuring market risk, including Value at Risk (VaR).

Education:

First degree in mathematics, physics or engineering, and probably a Masters or Ph. D in a quantitative discipline such as Physics, Mathematics, Computer Science etc.