Our client is a leading banking institution where an opportunity exists to manage a small team of quantitative analysts and be actively involved in model validation development. This is a strategic appointment requiring a balance of outstanding technical skill and team leadership ability.

You will be in a position to provide key input into the methodology and development of traded market risk, counterparty credit risk and non-traded interest rate risk.

The ideal candidate will have intermediate to advanced C++, Matlab and VBA programming skills. Coupled with these technical skills a well evolved management style and strong communication skills are also important in order to build positive internal relations.

An outstanding remuneration and bonus package is on offer along with genuine career advancement opportunities in the long term exist in this progressive.

To talk to an expert about your career please contact market risk specialist Roy Stapleton 02 8248 7103 or email your resume via the link below.