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| Job Location | London |
| Education | Not Mentioned |
| Salary | Competitive salary |
| Industry | Not Mentioned |
| Functional Area | Not Mentioned |
| Job Type | Permanent , full-time |
Multiple headcount - Quant Analyst - Model Risk and ValidationA financial client I am working closely with are urgently seeking for a Model Risk Quant to work remotelyMarket Risk models - VAR, IMA. Market Risk models - IRC.The role encompasses the technicalvalidation and review of market risk models (including VaR, IRC, pension, ALM and PFE), credit risk portfolio models and other models such as PD models (on an ad-hoc basis). The business is looking for a seasoned quant analyst with experience in model buildand model validation within a bank. The particular focus is around VAR/ IMA and IRC. The candidate will be responsible for capturing key risks, analysis of historical data, multi-curve analysis and will have worked as either a front office or market risk quantpreviously.Requirements: Experience of building and validating market risk models Strong experience of either VAR/ IMA and/ or IRC is essential Knowledge of curve construction, market data, swaptions, cap flows, SOFRA new products. Ability to understand historicalmarket risk data. Strong documentation skills are important due to the regulator requirements on reporting. Candidates would be expected to hold at least an MSc in a numerate discipline. Strong VBA is essential, C++ or R would be an added benefit. The majorityof technical work is completed in VBA, no library integration. Strong statistical analysis Product knowledge or Rates or Credit. Interviews are being arranged this week so please send your CVS ASAP to be considered. - Please click here to find out more aboutour Key Information Documents. Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen andyour placement. To find out more about Huxley, please visit www.huxley.com Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London,EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales