VaR | Quantitative | Market Risk Methodology

Hays Financial Markets
£80k.00 - £115k.00 pa
19 Oct 2016
17 Nov 2016
Contract Type
A leading global bank is looking for a VaR specialist with a quantitative background.

Your new company

Is a global bank with a global presence and a wide array of financial products and services.

Your new role

Will focus on the development and maintenance of risk methodologies, maintenance of existing risk models, and constant interactions with various overseeing regulatory bodies. Models include VaR, SVaR, Stress testing and back testing.

What you'll need to succeed

Is a minimum of a PhD in a statistical discipline. The candidate will need strong practical and theoretical risk modelling experience with VaR, SVaR along with back testing and stress testing. C++ is a must.

What you'll get in return

In return you will be part of a growing and exciting team that offers a wide range of responsibilities and scope for career progression. You will also interact with industry leading specialists and work in close partnership with the trading and risk function.

What you need to do now

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