Senior Model Validator @ Belvedere Recruitment

Proven experience in traded risk and market risk model validation or development Strong knowledge of market risk models including VaR, Stressed VaR, IRC, Expected Shortfall and DRC Solid understanding of stress testing and pricing modelling techniques Familiarity with regulatory frameworks including Basel 2.5 and FRTB Proficiency in at least one programming language such as Python, R, Matlab, C++ or VBA Strong statistical and financial modelling skills with ability to analyse complex data Excel…