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    3 jobs found in perivale, london

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        • london, london
        • permanent
        • competitive
        • randstad financial services
        Regular engagement with stakeholders, both internal and external, to ensure Credit considerations are incorporated into any change programmes.Well-rounded Mortgage and High Net Worth Individual product credit experience gained from the banking sector.Mortgage and Private Individual Analysis experience is a benefit. Proactive input into the design, build and implementation of any change programmes, this could be acrossPolicy, Processes or Procedures.Adaptable team player who is prepared to undertake ad-hoc tasks and administration roles that maybe asked of an employee within a small financial institution.Experience of second line oversight of Mortgages.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        Regular engagement with stakeholders, both internal and external, to ensure Credit considerations are incorporated into any change programmes.Well-rounded Mortgage and High Net Worth Individual product credit experience gained from the banking sector.Mortgage and Private Individual Analysis experience is a benefit. Proactive input into the design, build and implementation of any change programmes, this could be acrossPolicy, Processes or Procedures.Adaptable team player who is prepared to undertake ad-hoc tasks and administration roles that maybe asked of an employee within a small financial institution.Experience of second line oversight of Mortgages.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        • london, london
        • permanent
        • £70,000 - £100,000 per year
        • randstad financial services
        You will be joining an energetic international team of highly qualified professionals. The team's area of expertise is FM Trading pricing models, market risk and counterparty credit risk in the Trading book. The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment. The Role Design the methodologies for Market Risk internal models deciding on the best quantitative methods and techniques with the support of complex programming (e.g. risk factor evolution models for Value at Risk, Incremental Risk Charge, Counterparty Credit Risk simulation models; Market Risk Economic Capital and Stress Testing models).Gain the experience and work with the pricing models across the different FM pricing systems in the Interest Rate and Inflation asset classes, focusing on the model risk AVA methodologies. Provide quantitative support to risk managers and traders, such as tools to provide insight on model choices, analysis of the methodologies used for P&L explainer or market data proxies. About youA PhD or a MSc in a quantitative field, preferably (financial) mathematics, econometrics or physics;2-5 years of experience, with familiarity of derivatives pricing, risk models and the most important developments (for e.g. IBOR transition);Strong knowledge and experience with programming languages, especially C++ and/or Python;Strong communication skills and fluency in English; andConstructive attitude and pro-active team player.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        You will be joining an energetic international team of highly qualified professionals. The team's area of expertise is FM Trading pricing models, market risk and counterparty credit risk in the Trading book. The position offers excellent opportunities to excel in what you do and to broaden your modelling skills, as well as exposure to a dynamic and agile international working environment. The Role Design the methodologies for Market Risk internal models deciding on the best quantitative methods and techniques with the support of complex programming (e.g. risk factor evolution models for Value at Risk, Incremental Risk Charge, Counterparty Credit Risk simulation models; Market Risk Economic Capital and Stress Testing models).Gain the experience and work with the pricing models across the different FM pricing systems in the Interest Rate and Inflation asset classes, focusing on the model risk AVA methodologies. Provide quantitative support to risk managers and traders, such as tools to provide insight on model choices, analysis of the methodologies used for P&L explainer or market data proxies. About youA PhD or a MSc in a quantitative field, preferably (financial) mathematics, econometrics or physics;2-5 years of experience, with familiarity of derivatives pricing, risk models and the most important developments (for e.g. IBOR transition);Strong knowledge and experience with programming languages, especially C++ and/or Python;Strong communication skills and fluency in English; andConstructive attitude and pro-active team player.Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
        • london, london
        • contract
        • £700 - £800, per day, PAYE
        • randstad business support
        Are you an experienced XVA Quant Analyst with a strong attention to detail?This role would sit as a structural part of an established team supporting the delivery of upwards of 7 programmes at any one time. Responsibilities include: Development/enhancement of methodologies and infrastructure within XVA Fair Value Adjustments space.Contribution to the Analytics C++ Library and use of Python to develop new ML-based toolsParticipate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables.Work with other teams within Global PC Analytics, e.g. Stress Test to ensure XVA infrastructure allows to satisfy all regulatory requirements.Background Experience: Strong analytical and problem solving skillsFamiliarity with Valuation Adjustments (XVA), Funding and LiquidityKnowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards,options)C++ proficiency, familiarity with SQL and source controlFamiliarity with Python is an advantageExcellent communication skills (both written and verbal)Attention to detail and consideration of timelinesIf you have similar experience to that outlined above and are looking for a new and exciting role to advance your career, please forward your CV today.Randstad Business Support is acting as an Employment Business in relation to this vacancy.
        Are you an experienced XVA Quant Analyst with a strong attention to detail?This role would sit as a structural part of an established team supporting the delivery of upwards of 7 programmes at any one time. Responsibilities include: Development/enhancement of methodologies and infrastructure within XVA Fair Value Adjustments space.Contribution to the Analytics C++ Library and use of Python to develop new ML-based toolsParticipate and present in regular stakeholder (Product Control, Development team, Market Risk, Front Office) catch up sessions to keep up to date with ongoing projects and deliverables.Work with other teams within Global PC Analytics, e.g. Stress Test to ensure XVA infrastructure allows to satisfy all regulatory requirements.Background Experience: Strong analytical and problem solving skillsFamiliarity with Valuation Adjustments (XVA), Funding and LiquidityKnowledge of financial products (Rates, Credit, FX, Equities) and their derivatives (swaps, forwards,options)C++ proficiency, familiarity with SQL and source controlFamiliarity with Python is an advantageExcellent communication skills (both written and verbal)Attention to detail and consideration of timelinesIf you have similar experience to that outlined above and are looking for a new and exciting role to advance your career, please forward your CV today.Randstad Business Support is acting as an Employment Business in relation to this vacancy.

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