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- Bromley, UK
- Full-time employment
- Posted on 11 Sep, 2018
- Start date:
- Visa Sponsor
Tier One Investment Bank is looking to appoint an Experienced Quantitative Risk Developer to join their team in Bromley on an initial 6 month contract.
* Responsible for building up the counterparty credit risk backtesting framework for Financing/Repo Trades.
* Provide improvement of the existing backtesting framework on request.
* Provide analytical support on various model testing and monitoring initiatives. Produce model performance report for senior management.
* Play a key role in the investigation process of the models defects and exceptions. Raising new issues and tracking existing issues to the model development team.
* Collaborate with other groups in the model performance team to enhance the model limitation and model monitoring system.
* Relative working experience in a relative field (Counterparty Credit Risk, Middle Office Risk, Front Office Market Risk, etc.)
* Master degree and above, preferably in quantitative finance or a quantitative field.
* Broad financial product knowledge especially in Financing/Repo Trades.
* Experience in data analysis, with strong research and analytical skills
* Strong programming skills in Python (equivalent object-oriented programming experience could also be considered)
* Strong written and oral communication, interpersonal and organizational skills and ability to build and maintain relationships with personnel across areas and regions
* Strong work ethic and ability to drive results
* Ability to multitask with strong time management skills
* High level of attention to details
* Working knowledge of Counterparty Credit Risk (model, risk mitigation, exposure modelling, etc.)
* Good knowledge in derivative pricing
If you wish to apply for the above position, please call me on [Phone number removed] or email on martin.boulton @ pontoonsolutions.com
Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.
Pontoon is a global HR outsourcing company specializing in improving an organization's talent. We manage the contingent workforce and statement of work resources on behalf of our clients, as well as source and recruit direct hires. Pontoon's approach results in significant cost savings and revenue improvement, increased worker quality, workforce insight and greater regulatory compliance. A division of Adecco with operations in nearly 100 countries and with more than 1,500 colleagues worldwide, the Jacksonville, Florida-based organization delivers solutions to more than 150 industry-leading companies.
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Pontoon drives the acquisition of permanent talent and manages contingent and project workforce on behalf of an organization. We ensure a superior candidate experience and maximize employer brand. We provide efficiency, flexibility and scalability. We manage and optim
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