Previous
Vacancy | Next
Vacancy Return to search results Quantitative Risk Analyst
Job Type: Permanent Location: London Salary: £50,000 Start Date: February 2009 Duration: Permanent Reference: 203113-60025 PRIME PURPOSE OF THIS ROLE: (Give a brief description) To perform independent validation on the models and methods used in the valuation of financial instruments, market risk, credit risk, operational risk models and other areas where models are used, as well as to provide assistance on quantitative analytics matters. MAIN RESPONSIBILITIES: * Perform independent validation of models and methods for the valuation of financial instruments and for risk control and measurement. * Specify and develop benchmark models and methods used in the validation tasks, as well as assess data sets and calibration of input parameters. * Liaise with representatives from middle office (IT, risk ...
View Job Details Save Job View on the Map
