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Market Risk/ Modelling Vice President

Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Key Responsibilities:

  • Review pricing models (fixed Income products) and perform analysis to stress the model; Implement benchmark testing and set up process for ongoing monitoring
  • Ensure sensitivities are calculated according to prescribed calculations
  • Ad hoc projects/queries requiring knowledge of securities markets and pricing models
  • To support Market Risk team with various quantitative aspects
  • Analyse different models to ensure consistency; stress pricing models; develop methodologies/parameters for stress testing.
  • Will liaise with Head of Market Risk, Bloomberg Risk, Model Validation, Product Control and Regulatory team on various projects.
  • Practical understanding of market dynamics of fixed income products
  • Proficient in excel, VBA or other languages
  • Perform stress testing and benchmarking exercises
  • Review risk metrics
  • Ad hoc market risk projects

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