Global Investment Bank seeks VP or Associate level Risk Modeler to support Market Risk Management in London. Requirements include MS or PhD in finance or related field, and 1+ years of work experience in the industry or as an academic in the field of Finance. Strong writing and verbal communication skills and a team player a must. Proficiency with quantitative programming required. 

Responsibilities will include the identification of all market risk factors and the development of risk models for the measurement and analysis of market risks. These include VaR, expected tail loss, stress test/scenario analysis, and factor models. Position entails working with Market Risk and IT on code writing and model testing.  Candidate will on a daily basis, interact with groups, requiring exceptional communication and teamwork skills.

 Please attach resume in Word format and e-mail:  ian@comprehensvierecruiting.com