Risk, Model Validation Quant, AVP
London Area, United Kingdom
Hybrid / WFH Options
Hybrid / WFH Options
Mizuho
/knowledge of FRTB, IRRBB and 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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