4 months ago
JCW are currently partnered with a Global Professional Services Consultancy who provide data management, analytics and research services across the Financial services.
They work with some of the most reputable Investment Banks across the globe and are looking for high calibre candidates to join them as a Risk SME to work on Model Risk Management projects within Investment Banking.
The services they provide :
- CCAR/ DFAST Stress Testing
- Market Risk and Counterparty Credit Risk Analytics
- Front Office quants research
- equity research
- The role is divided into three main components - Business Development support, Project/People management and Hands on Project delivery.
- Act as SME for both current and new clients and assist in winning new projects
- Evaluate Model documentation
- Develop alternate models/ challenger models
- Model Validation
- Train and support the internal team
The ideal candidate:
- Highly competent using Python/ C++/C# or SAS/R
- 8-10 years experience in Risk within Investment Banks
- Significant Quantitative and programming experience in Model Validation and/or scenario expansion for CCAR/ DFAST models)
- Strong communications skills