Manager, Investment Management Investment Risk - London, United Kingdom - Barclay Simpson

Description

The firm is undergoing significant expansion within this division and is currently looking for talented quantitative analysts with experience of either Credit risk (IRB, IFRS9, stress testing) or pricing (cross asset derivatives including development and validation).

Experience of market risk (VaR, DRC, ES, FRTB), counterparty risk (IMM, SA-CCR) would also be of interest although the primary focus is on credit risk and pricing.

The work is a mix of pure advisory, resource augmentation (execution of a quant assignment on a client site), product development (the team have, and are developing, their own in house pricing library), model validation (either outsourced validation or one-off, post implementation review).

Candidates should have relevant experience at a bank or consulting firm in one or more of the model types specified, either in development or validation.

Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
Permanent
My client is a premier energy and commodities specialist with a global presence, operating in phy...
Permanent
My client is a leading global investment management firm renowned for its commitment to innovatio...
Dubai
Permanent
A well established and successful regional commercial bank is developing its Prudential Risk Mana...
Dubai
Permanent
I am supporting an International boutique Consultancy firm with their search for a Market Risk Sp...
Permanent
Asset Management & Funds
My client has an exciting new opportunity for an Investment Risk Analyst at their leading ESG Equ...
#