ABOUT YOU
You are a seasoned financial risk professional with deep expertise in counterparty credit risk and modelling within the Internal Model Method (IMM) framework. You have the confidence and experience to act as a model owner, ensuring models meet the highest standards, perform as intended, and provide valuable insights for risk management. You thrive in collaborative, international environments and can balance technical analysis with effective communication to stakeholders.
WHAT ARE YOU GOING TO DO
Define requirements for risk management models, ensuring coverage of relevant risks, appropriate measurement approaches, and accurate output specifications
Test model performance, including scenario creation, functional checks, benchmark analysis, and validating results against expectations
Monitor model stability, accuracy, and effectiveness under varying market conditions, identifying areas for improvement
Collaborate closely with model developers, implementers, and validation teams to ensure models meet standards and regulatory expectations
Perform data queries and analysis to support testing, monitoring, and validation activities
AN IDEAL PROFILE WOULD BE
8+ years’ experience in market risk and/or counterparty credit risk, with strong knowledge of IMM models and simulation methodologies
Proficiency in programming languages such as Python (Java, C++ an advantage) for testing and data analysis
Strong understanding of OTC derivatives pricing, Monte Carlo simulations, and counterparty credit risk measurement concepts
Excellent analytical skills, critical thinking, and ability to work independently while meeting strict deadlines
Strong communication skills to engage with various stakeholders, from technical teams to senior management
Tick all the boxes? Then smash that button and let’s have a chat.
Contact – [email protected] / 0651252581
ABOUT US:
Levy is an international IT staffing organization providing recruitment and project resourcing services to companies ranging from start-ups to well established global players across the UK, Holland, Germany, Belgium, and the USA. By partnering with our clients, we provide tailored interim and permanent IT staffing solutions to help them deliver their initiatives across applications and infrastructure, touching areas such as Digital, Data, Cloud, Cybersecurity and ERP.
