VP, Quantitative Market Risk
A global top tier bank is looking for VP Quantitative Market Risk professional.
In this role, you will be in charge of the development of market risk models under FRTB, contributing to the methodology and implementation design of market risk models.
The successful candidate must have the following:
- Advanced degree in a quantitative subject.
- Strong market risk development experience (R or Python equivalent)
- Must have strong background of market risk methodology, VaR modelling
- Must have experience in simulation methods and statistical model development.
If you believe you fit the requirements for the role, please click APPLY NOW or send CV directly to firstname.lastname@example.org
Data provided is for recruitment purposes only. Business License Number: 200611680D. EA Registration Number: R1656980