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Stress Testing Modeller / Quant Analyst

£500 to £600

London / Contract / Ref: AA/TR/3134/STMQA

Stress Testing Modeller / Quant Analyst. A leading consultancy require a stress testing modeller / quantitative modeller for a market risk project on site with one of their key investment banking clients.

As a Stress Testing Modeller / Quant you will independently validate, test and challenge stress testing models for capital, stress loss, revenue, RWA projects and market risk. This will require a robust understanding of stress testing methodologies and US, UK and EU regulatory requirements and model validation standards as well as a solid understanding of financial derivatives and technical skills in R, Python and/or Matlab.

You should apply for this role if you are/have:

  • 5+ years quantitative analysis / risk modelling experience in investment bank
  • Strong experience stress testing, methodology and stress scenarios modelling
  • Strong stress methodology experience under ICAAP, CCAR, PRA and EBA regulations
  • Experience validating, testing and challenging stress testing models
  • Solid technical skills in R, Python and/or MATLAB
  • FRTB experience is beneficial
  • Quantitative post-graduate degree (MSc, PHD, CFA, FRM and/or CQF)

This is an initial six month role for at £500-£600/day based London.

Alexander Ash Consulting is acting as an agency Apply now

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