Our favorite international investment bank is looking to add heads to their Model Risk function. They pride themselves in hiring the best Quant Analysts out their to their dynamic, multi-functional Model Risk team.
This specific team have responsibilities over the regulatory submission, particularly around DFAST. You will be involved in documentation, and regularly reviewing the stress test models. This will then be presented to Senior Management.
There is also an AdHoc responsibility for Risk Management projects across the group from a Documentation, Development, Testing and Reporting standpoint.
Ideally, you will have 3+ years experience in a Quant Risk role at a leading investment Bank or FD firm. An advanced degree in a quantitative field as always, is preferred - Math, Engineering, Statistics etc
This role will allow the opportunity to develop your broader skill set - internal mobility is everything at this bank. You will be gifted the opportunity to follow your financial dreams and move into areas you are passionate about. An unmatched training system will help you realize your potential.