Business / Function
BC Reference Number
About Brickendon Consulting
Brickendon is an award-winning transformational consultancy specialising in innovative solutions that solve our clients’ challenges quickly and efficiently.
Focused on three practice areas of digital, data and automation, our aim is to disrupt the market with the latest machine learning, automation, data analytics advisory and programme delivery.
Since inception in London in 2010, Brickendon has rapidly grown and has established additional offices in the US, Poland and Australia. Core to our success is how we foster a culture of innovation and lateral thinking and encourage our people to develop new approaches and techniques.
Our specialist digital arm, Brickendon Digital, focuses on disrupting and challenging the digital landscape with daring, cutting-edge products, including HotDeskPlus and EUCplus. We use the latest software and techniques to create rapid, technology-led solutions and visionary products to help our clients excel.
We are a member of the Women in Finance charter and are committed to working together to build a balanced and fair industry.
Overview of Initial Assignment
Brickendon Consulting have existing projects with a number of banks and have been engaged to provide quantitative consultants to develop, validate and enhance risk models in order to deliver model change.
• Ongoing review and maintenance of existing models
• Analysis of model requirements
• Definition of product pricing models to be used in the risk engine
• Definition of model validation tests to be applied to developed models
• Production of model definition and validation test documentation
• Maintain project documentation library
• Effective interaction with the independent review team
• Contribute positively to the objectives of the model development team
• Peer review of pricing and simulation models
• Review of validation tests defined by other financial engineers within the team.
Skills & Requirements
• Educated to Masters degree level in relevant quantitative subject and relevant working experience; or educated to Ph.D.
• Degree level in relevant quantitative subject
• Cross asset class knowledge
• Experience of pricing model definition and validation
• Market risk model development experience, including VaR or CVA VaR risk model development experience.
• CCR/XvA experience optional.
• Experience of risk factor simulation model definition and validation
• Good understanding of traded counterparty risk and
• Excellent numerical and analytic skills
• Good financial modelling skills covering multiple derivative types and asset classes
• Good communication and interpersonal skills (written and spoken)
• Ability to work under pressure
Submit your application
Show your interest in the position listed above by inputting your details & uploading your resume in the form.
(.PDF / .DOC / .DOCX permitted)