Model Development - Fixed Income - London, United Kingdom,
Fixed Income Model Development Stress Testing Python R
Fixed income Modelling specialist - Python, R
Your new company
A leading investment bank in the heart of the city
Your new role
You will be working in the market risk stress testing methodologies team in London. They are focused on developing models on stress testing Value-at-Risk (VaR) and losses on market risk of the firms trading portfolio. The team also maintain the market risk stress infrastructure and respond to business and regulators queries on market risk stress testing. We are also involved in scenario generation and development.
What you'll need to succeed
to be successful in this role you will be a Model Development expert within the Fixed Income (FI) space with experience of modelling pricing/valuation function for fixed income products with embedded options. In addition you should be experienced in working with validation teams whilst also having experience developing models, documented them, taken them through validation, coded in R or python.
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
If this job isn't quite right for you but you are looking for a new position, please contact us for a confidential discussion on your career.