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Position: Quantitative Analyst / Modeller
Location: London,,
Position Type:
Sectors/Categories:
Salary: 500
A large financial institution seeks to attract an accomplished and experienced Quantitative Analyst with modelling skills to support a senior director. You will develop modelling capability in QRM, including quantification of market and liquidity risk. This involves identifying contractual terms and conditions for each product and then ensuring both the contractual and behavioural profiles are accurately modelled in QRM. Ensure model design across all Banking Divisions must be robust, consistent and offer improved capability over current systems. Build robust funding and liquidity models across Divisions, including the ability to undertake scenario analysis. Ensure all model development and testing is in accordance with Model Development and Testing Policy.
Brief
To assist in all aspects of data provision and model implementation of QRM across Banking Divisions for use in asset & liability management, funding and liquidity management and planning and forecasting.
Required
Proven and relevant modelling experience gained within a financial services or banking environment.
Degree discipline should be in a Financial/Mathematics/Economics or related subject.
Interested? Apply to Kevin Suddaby @ Argyll Scott International.
Company Name: Argyll Scott
Advertised On: Fiish Media
Date Posted: 26 May 2011
