Job Description:
Job ID(18245) |
A Major Global Trading firm in London is looking for a Senior Quantitative (PhD) with experience in designing and building stress test methodologies for the firms Market Risk team. This new role is to be the manager of a team that will develop stress testing scenarios, define the parameters and risk methodology framework for developers, manage the models into and through production, and then provide market risk analysis and assessment for the managers of each trading and business unit. The candidate must have an advanced quantitative degree (PhD preferred), and 5+ yrs of experience quantifying and implementing market risk stress models, [VaR, Monte Carlo]. Knowledge of Basel (Pillar2 ICAAP) and OTC and Exchange traded & Derivative products is required.
Recruiter: Jim Geiger
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