This Global Financial Services Firm is looking for a Senior Candidate to head up an exceptionally diverse risk and quantitative risk team.
They have massively increased their investment portfolio and consequently they are investing in their risk and quantitative risk team. You will report directly in to the MD of the group and you will be responsible for liaising with exceptionally senior members of the group.
In this position you will be responsible for the following:
- Develop, Validate and Implement Holistic Strategies for Model Development.
- Produce Management Level Dashboards and ad hoc reports.
- Conduct analysis to validate the performance of existing quant models.
The ideal candidate witll have the following skills and experience:
- MSc in quantitative subject
- Extremely strong business acumen
- In depth knowledge of economic capital and stress testing modeling
- 5+ years experience in risk fields
This is an exceptional opportunity for an industry leading candidate.
Selby Jennings - 16 months ago
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Selby Jennings is an international recruitment solutions provider. The company places candidates in global financial institutions across the...