The following job is no longer available:
Counterparty Credit Risk Analyst - AVP

Counterparty Credit Risk Analyst - AVP

Posted 6 May by Careers In Group
Ended
Competitive salary
Greater Manchester , Lancashire
Permanent, full-time
Be one of the first ten applicants
View all jobs
Quantitative Counterparty Credit Risk - Assistant Vice President
*£105k - £110k + Excellent Benefits + Flexible Working*

My leading, Investment Banking Client is on the search for a highly skilled Quantitative (Counterparty Credit) Risk Assistant Vice President to join their growing team. This role is a Hybrid-Role based in London.

Responsibilities Quantitative Counterparty Credit Risk - Assistant Vice President:

  • Participate in projects, related to Counterparty Credit Risk topics, across multiple Asset Classes.
  • Investigate, analyse and design risk methods, respecting the aims of accurately capturing risks whilst considering system or other constraints;
  • Design, develop and test code changes required to implement the risk methods in the risk systems, whilst assisting the technical teams responsible for optimisation and promotion of the code to the production environment;
  • Contribute to the quality assurance processes surrounding risk measurement, including back-testing and the VaR Adequacy (P&L Explain) process; cooperate with the risk model validation teams in the review and approval of risk models;
  • Support regulatory interactions, participating in industry working groups and Quantitative Impact Studies (QIS);

Essential skills:

  • 5 years + experience within the Quantitative Risk space
  • A strong interest in Counterparty Credit Risk best practises, financial markets and economic developments;
  • A strong academic background, with at minimum a Masters in mathematics, physics or quantitative finance;
  • Proven experience in a quantitative risk modelling capacity;
  • A practical knowledge of derivatives, their risk drivers and the models used to price them; sound understanding of stochastic processes and their application to risk factor simulations;
  • Experience designing and implementation of quantitative models, using C# or C++ in a source-controlled environment;

This is an excellent opportunity to join a well established Investment Banking Organisation. Competitive salary, benefits, and flexible working. If you are interested, please apply now.

Reference: 52593919

Please note Reed.co.uk does not communicate with candidates via Whatsapp, and we will never ask you to provide your bank, passport or driving licence details during the application process. To stay safe in your job search and flexible work, we recommend visiting JobsAware, a non-profit, joint industry and law enforcement organisation working to combat labour market abuse. Visit the JobsAware website for information and free expert advice for safer work.

Report this job

Not quite what you are looking for? Try these similar searches