Model Risk Management | Amsterdam Selby Jennings

Selby Jennings



Bedrijfsinformatie
Bedrijf:
Selby Jennings


Vacatureinformatie
Contactpersoon:
Chris Harris
Plaats:
Amsterdam
Regio:
Branche:
Banken / Assurantie
Type:
Fulltime
Dienst:
Dagdienst
Omschrijving:

Manager Level Quantitative Risk Audit / Control covering Market Risk | Leading Global Investment Bank | Amsterdam

Salary - Competitive + benefits& bonus

Location - Amsterdam

Description

A leading global Investment Bank is looking to expand their Quantitative Risk Audit group in their HQ. The role will report directly into Senior Managers within the Group with a dotted reporting line into the Head of Audit.

The role will cover market risk and trading models so candidates must have a strong understanding of both disciplines. This also means there will be a lot of exposure to multiple business lines and a great chance to expand candidates skill set.

The primary responsibility of the position is to provide ongoing assurance on the effectiveness of controls to indentify and manage key risks relating to models. This will naturally require a strong understanding of both the qualitative and quantitative aspects of the space.

Key Requirements

  • Strong quantitative academic background (MSc in a quant / statistical subject)
  • Advanced understanding of Market risk methodology and managementFluent English language skills
  • Willing to relocate to the Netherlands
  • Team player and self starter
Vereisten:
 
Ervaring:
Geen specificatie




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