A Senior Quant Risk Analyst is needed by a leading Investment Bank to join The Model Risk Management & Control (MRMC) function. The primary responsibility of this team is the Model Risk Governance framework which includes model validation, control, and governance activities.
The chosen candidates will focus on Credit Exposure and Portfolio Valuation (XVA) models, used across the trading businesses. This provides the opportunity to work on a range of complex model types as well as participating in key strategic and regulatory projects. The primary responsibility will be to independently review XVA pricing and risk models and to contribute to development of benchmark models in C++.
Required Experience
Master's degree or PhD in a quantitative discipline (e.g. Mathematics, physics)
Ability to analyse complex problems and critically assess financial models
Hands-on experience with C++ and Python
Several years working experience in a similar quantitative role preferred
Collaborative and team-oriented, with strong written and interpersonal communication skills
Cornwallis Elt is an Employment Agency and has been listed 3 times in The Sunday Times Virgin Fast Track 100 of the UK`s fastest growing private companies, as well as in the Recruitment International Top 250, Top 50 in IT and the Recruiter Fast 50. You can also follow our live roles on the website at http://www.cornwalliselt.com/live_roles and on Twitter: https://twitter.com/cornwalliselt
