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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 |
My client, a multinational bank is looking for a Traded Risk Model Validation Quant Analyst to join their team based in London.This role will contribute to the validation and the review of the models impacted by the firmwide LIBOR Transition Project.These models include valuation models for Interest Rate, Inflation, Equity and Property derivatives but also market and counterparty credit risks models such as Stress Testing, VaR and XVAs models.What you will be doing: