VP - Treasury Model Risk Management
- Employer
- Barclay Simpson Corporate Governance Recruitment
- Location
- Charing Cross, Central London, United Kingdom
- Salary
- Competitive Salary
- Closing date
- Jan 28, 2022
You need to sign in or create an account to save a job.
Job Description
Our client is a full service, global banking group with a market leading securities and derivatives trading arm.
A number of new hires are being made within the Model Risk Management (MRM) team to help strengthen the firms ability to assess and quantify model risk so that business lines can make more accurate assessments of the overall risk profile of a transaction.
One key area of focus is the banks treasury models - covering IRRBB, liquidity risk, liquidity stress, ILAAP etc
The key focus of the role will focus on periodic model level uncertainty risk assessment, Portfolio model risk management across designated portfolios, and designing model validation peer-review approach, managing the end-to-end process by utilising other technical resources across designated scope, analysing & reporting results of the review cycles, analysing thematic issues and providing feedback to drive framework reengineering.
This is an excellent opportunity for a 1LOD or 2LOD quantitative analyst with expertise in treasury models to move into a broader and more influential role, driving the remediation of models/portfolios where significant model uncertainty exists,
Location:
London - Hybrid
Salary:
100k - 130k Job type: Permanent Job reference: SNMRQTreasury Sector: Quant Analytics
Our client is a full service, global banking group with a market leading securities and derivatives trading arm.
A number of new hires are being made within the Model Risk Management (MRM) team to help strengthen the firms ability to assess and quantify model risk so that business lines can make more accurate assessments of the overall risk profile of a transaction.
One key area of focus is the banks treasury models - covering IRRBB, liquidity risk, liquidity stress, ILAAP etc
The key focus of the role will focus on periodic model level uncertainty risk assessment, Portfolio model risk management across designated portfolios, and designing model validation peer-review approach, managing the end-to-end process by utilising other technical resources across designated scope, analysing & reporting results of the review cycles, analysing thematic issues and providing feedback to drive framework reengineering.
This is an excellent opportunity for a 1LOD or 2LOD quantitative analyst with expertise in treasury models to move into a broader and more influential role, driving the remediation of models/portfolios where significant model uncertainty exists,
Location:
London - Hybrid
Salary:
100k - 130k Job type: Permanent Job reference: SNMRQTreasury Sector: Quant Analytics
You need to sign in or create an account to save a job.
Get job alerts
Create a job alert and receive personalized job recommendations straight to your inbox.
Create alert