Tier 1 bank seeks Quantitative Analyst to join their Credit Risk Analytics Group to development of counterparty credit exposure risk methodology, models and tools.
Role:
-Quantification of Potential Exposures on complex structured transactions across all asset classes,
-Develop counterparty credit exposure risk methodology, models and tools,
-Ad-hoc stress testing and portfolio reviews,
-Quantitative credit risk and product knowledge training of Credit Analysts,
-Derivative product knowledge,
-Involved in the daily deal flow and trade approval processes.
Ideal Candidate:
-Understanding of Black-Scholes option pricing, interest rates modelling, MonteCarlo simulation,
-Good Communication Skills,
-Ability to communicate complicated technical concepts clearly to less technically minded people,
-Knowledge of derivative products valuation,
-SQL, C++ or Matlab.
Keywords: Credit, Risk, Exposure, counterparty PFE, PE, Derivative, Structured, Product, Quant, Quantitative, methodology, London, AVP,VP, UK, England.
Please send all enquiries by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
