Head of Risk Modelling, Validation & Stress Testing

EBRD; London; Hybrid; GBP 80,000 - 100,000; Full time

Benefits offered by this job

Comprehensive benefits package

Flexible working environment

Collaborative work culture

Job summary

A leading international financial institution in London is seeking a Director for Risk Modelling, Validation, and Stress Testing. This role involves leading a team of quantitative risk analytics professionals and overseeing risk management processes. The ideal candidate has strong analytical skills and experience in risk management, with an advanced degree in a relevant field. This position offers a full-time contract with hybrid working options.

Qualifications

• Understanding of the activities the EBRD engages in.
• Quantitative modeling capability to support model development.
• Excellent written and spoken English; other Bank languages a plus.

Responsibilities

• Directs measurement, monitoring, and management of market and liquidity risk.
• Provides effective leadership in developing risk standards.
• Oversight and strategic direction for economic capital modeling.

Skills

Understanding of EBRD activities

Familiarity with data governance

Extensive exposure to derivatives

Strong people management

Experience in data governance

Quantitative modeling capability

Strong analytical skills

Education

Advanced degree in mathematics, sciences, economics, finance

Job description

A leading international financial institution in London is seeking a Director for Risk Modelling, Validation, and Stress Testing. This role involves leading a team of quantitative risk analytics professionals and overseeing risk management processes. The ideal candidate has strong analytical skills and experience in risk management, with an advanced degree in a relevant field. This position offers a full-time contract with hybrid working options.