Model Risk Quantitative Analyst
London Area, United Kingdom
Hybrid / WFH Options
Hybrid / WFH Options
Mizuho
and SABR. Experience/knowledge of Risk Models such as Value-at-Risk (VaR) and Stress methodologies. Strong mathematical background covering stochastic calculus, statistics, matrix algebra, optimisation methods and interpolation techniques. Object-oriented programming skills. Preferably Python and or C#, although skills in other languages such as C++ more »
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