VP Market Risk Quant - Statistical Modelling - London, United Kingdom,
I am working with a leading investment bank in London to recruit into their market risk team. The function develops models for stress testing VaR and losses in the banks trading portfolio, and faces off to the regulator in regards to market risk matters for ICAAP and CCAR purposes.
We are looking for someone with a statistical skillset and strong knowledge of market risk. A good analytical mind is necessary and statistical modelling will be done in R and Python.
If you are looking for a great platform to build a career in a market risk team within investment banking, this will be a great environment to develop and grow. The head of the function is very experienced and the team has grown steadily over time.
Compensation wise, they are flexible depending on experience and value add, with a range of £90,000 - £120,000 plus bonus and benefits