Our client is a leading financial service institution in the Netherlands, they have an excellent opportunity of an external Consultant on a long term contract. Initially for 12 months.
Currently they are working on a big project, involving validation of a range of pricing models – from Inflation, Equity, Commodities, Interest Rates and Credit.
You will ideally have specialised in one of the above, but if you also had experience around any of the main vendor systems such as Murex, Sophis or Calypso – that would also be a great advantage.
You will need programming in Python ideally, if not C++.
Good knowledge of Stochastic Calculus / Financial Mathematics will be key, past experience in Model Validation. You really must be able to specialise in one of the listed Asset Classes.
An excellent opportunity for a Lead Senior Risk Manager, to join an award winning company within the Global Banking Industry....Apply For This Job