Model Validation Senior Associate - Life

Location
London
Salary
£ dependent upon experience
Posted
04 Apr 2018
Closes
04 May 2018
Ref
Star4589
Contract Type
Permanent

Leading consultancy is seeking a talented individual with recent industry experience of model validation and risk management to advise leading banking groups on a wide variety of risk, value and capital management issues.

In this key role, you will provide advice covering a number of areas, including portfolio modelling (risk aggregation and allocation), model validation and assurance, regulatory modelling (stress testing/IMM/FRTB/Solvency II) and credit risk modelling and IFRS9.

With sound knowledge of fundamental derivative and loan pricing/valuation methodologies, the successful candidate will possess in-depth knowledge of valuation methodologies for at least one of the following; Interest Rate derivatives, Equity derivatives, Foreign Exchange (FX) derivatives or Credit derivatives.

In addition, you will have strong general knowledge of either counterparty credit or market risk.

Strong people management and client relationship skills including inter-personal sensitivity, influencing and negotiation skills also essential.

An excellent opportunity to develop your career within a highly influential firm.

Please contact us to discuss this vacancy or for an informal discussion regarding your career goals. We are very happy to perform bespoke research on your behalf.

Peter Baker, Partner

M: +44 7860 602 586

E: peter.baker@staractuarial.com

Apply for Model Validation Senior Associate - Life

Already uploaded your CV? Sign in to apply instantly

Apply

Upload from your computer

Or import from cloud storage

Your CV must be a .doc, .pdf, .docx, .rtf, and no bigger than 1MB


4000 characters left


By applying for a job listed on Actuary jobs you agree to our terms and conditions and privacy policy. You should never be required to provide bank account details. If you are, please email us.

Similar jobs

Similar jobs