We are working with a growing Wholesale Banking group to support their Market Risk team.
You will work closely with the Head of Market Risk supporting with a range of qualitative tasks, including, analysing different models, stress pricing models and developing various methodologies for stress testing. You will also liaise with the Head of Market Risk, Model Validation, the regulatory team and different project teams. This role also involves the Review of pricing models and benchmark testing.
The successful candidate will need the following;
- Strong understanding of securities pricing
- Excellent Market Risk knowledge
- Experience with pricing models and calculating greeks
- Good communication skills
- Practical understanding of market dynamics of fixed income products
- Good VBA and modelling knowledge
To discuss the position further, please contact the Financial Services team at Venn Group.