...specialising in European smaller companies, with an excellent track record since its launch twenty years ago.
The VBA Modeller will be responsible for:
▪ Trades lifecycle processing
▪ Daily reconciliations (cash, equities & CFDs) with custodians, prime...
...experienced commercial manager to join their credit risk function. This person will be strongly immersed in the development of key credit risk models as well as being exposed to various projects within credit risk.
Developing key credit...
Experienced capital modelling contractor is required for a Lloyd's syndicate. The Head of Capital is looking for an experienced contractor with igloo experience who can hit the ground running and make an impact from the start. This will be a 6-12 month project.
...Capital Modelling Actuary
HFG have partnered with a UK leading insurer to assist with their search for a new capital actuary to join their team. This is a fantastic opportunity for an actuary with to join a team which will offer them a wide range of exposure....
...broad client base.
The Role Responsibilities
Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale and retail portfolios.
Continuously improve the models' performance and...
...tools for CCR in compliance with internal and regulatory requirements;
Run and improve the processes designed to monitor existing CCR model performance, analyse their output and prepare reports for stakeholders;
Develop new counterparty credit risk exposure...
...areas of the business
Actively engaging with the PRA and other international regulators such as the EBA, HKMA and the Fed
Lead model initiatives to improve the transparency of the risk and capital measures within market risk
Successful candidates will have:...
...and service quality. A high-profile opportunity for an ambitious 2:1 or 1st class graduate currently exists to undertake a Financial Modeller role supporting the CEO’s Executive office. Succession planning necessitates a highly analytical strategic thinking individual to engage...
...scientific / numerate discipline
*Strong Python development skills including NumPy, Pandas
*Good understanding of SQL Alchemy and Data Modelling techniques
*Familiar with Distributed Systems
*Logical mindset with a passion for problem solving
*Collaborative, keen to...
...support to our broad client base.
The Role Responsibilities
Review and validation of front office derivative pricing models, with a primary focus on interest rates models.
Implementation of benchmark models (C++) and testing scripts (Haskell).
Full Time/ Part Time/ Job Share
Drax Group is playing a vital role in helping change the way energy is generated, supplied and used. Generating 11% of the UK's renewable energy supply, we're committed to enabling a zero carbon, lower...
...My client, a Top Tier Financial Services Institution is looking for a Fixed Income Model Validation Lead to join their team. This is a permanent role based in London.
Reporting to the Head of Analytics, the role will play a key role in integration planning and execution...
...and prepping it to be used by their team of analysts. You will be working with tools such as DBT and Snowflake, playing a key part in modelling and transforming the data which supports the business in making key decisions.
- Expert in writing SQL
...upon many individuals throughout the Entity's Underwriting management areas, Finance Department, Capital Actuaries and Underwriting Modelling for the provision of information used in reporting.
Responsibilities will include:
Production of management information...
...Quant Developer Oil & Gas Quantitative Modelling
My client has an immediate requirement for a Senior / Principal Quant Developer to work remotely.
You would have extensive knowledge of commodities trading including Liquidity, Margining, and other regulatory models...
...Altum Consulting are partnering with a technology start up to recruit an experienced Financial Modeller. This role is for an initial 3 months with the potential to be extended.
Roles/responsibilities include the following:
Design & build complex financial models...
Manage the annual review of the model risk management framework and it's models used by the bank for measuring market and credit risk, suggesting improvements and action plans.
Help build out and maintain the internal quantitative library...
Actuarial Capital Modelling Analyst, 12 months FTC and up to £75,000.
- 3 years London Market capital modelling experience
If you're interested and would like more information, please apply or get in touch directly for a confidential discussion.
...claims inflation using analysis and judgement to separate mix, trend and random effects
Develop controls to monitor performance of models
Model impact of changes in regulation, market and internal processes on claims costs
...portion of their premiums in environmentally and socially beneficial projects.
We are looking for a Junior Risk Modelling Analyst to join our team. This is your chance to start your career in an exciting environment where anything is possible. Are you...