ROLE OVERSIGHT
An evolving role within this dynamic Global banking group. The successful candidate will work across Market Risk, Pricing and Credit Model portfolios, engaging closely with Aggregate Risk, Capital Management and Treasury teams.
Key responsibilities will be the assessment of risk outcomes by identifying actionable insights on model and business performance, whilst using quantitative and qualitative analysis to draw out conclusions, raise issues and required actions. You will lead initiatives to ensure continuous improvement in our client’s model validation approach and framework and set direction and forward plan the validation activities and manage key stakeholder engagements.
You will maintain strong working relationships with Trading, Quant Strategy and Quant Development teams
SKILLS REQUIRED
A background within Risk Model validation within a diverse financial institution is preferred. A further understanding of Global Markets, FICC and Equity Trading is preferred.
Strong numerical and analytical skills with application of data manipulation and visualisation software such as R, SQL, Alteryx and PowerBI will be advantageous.
If you are interested in this role or would like additional information please contact me at simon.bradbury@rolyrecruitment.com
