Model Validation contract - FX, Rates, CVA - 12 months Must have experience validating risk models within Fixed Income (FX and / rates)
Risk IT group of this Investment Bank is looking to hire an individual responsible for risk model validation. You must have experience of model validation across FX and/or Short term Interest Rate products with experience of CVA proving beneficial.
Please not that this role doesn't involve model design, however if you have some experience in design or build of models then that experience would be useful. It could also allow you to get further exposure to design work in the future.
The successful candidate must have:
- A strong IT appreciation and foundation
- Excellent skills in Excel/Spreadsheet work
- A strong understanding of FX, Short term Interest Rate products, Rates Curves and ideally CVA
- Risk Model validation experience
- Experience of undertaking stress scenario tasks on models
- Strong knowledge of market data and data providers - Bloomberg etc
- Experience working with risk systems that are both inhouse built and third party.
- Excellent communication skills as you will be required to work closely with Risk business, Quant Dev, mid and senior level IT individuals.
- Strong Quantitative skills.
This is a contract role only. The contract will be set initially at 12 months. Whilst it is London based, currently you will be working from home.