Counterparty Credit Risk Methodology VP

  • C£125k + bonus + benefits
  • Londres, Angleterre, Royaume-Uni Londres Angleterre GB
  • CDI, Plein-temps
  • Greenwich Atlantic Associates
  • 29 mai 18 2018-05-29

My client, a top tier Investment Bank, is looking to hire a Credit Risk Quant at the VP level to join its IMM Credit Risk Models team.

The successful candidate will have the following primary responsibilities:

  • Development of IMM credit exposure methodologies including their implementation and testing
  • Assessing and improving risk frameworks
  • Self-assessment for CCR models ensuring the bank remains compliant under IMM
  • Responding to regulatory queries regarding IMM methodology
  • Giving support to stress testing methodologies and the model validation of exposure models
  • Working closely with front office and risk managers to ensure risk is captured appropriately in systems

Desired skill set:

  • Very strong academic background in quantitative discipline
  • Proven experience in a similar position with direct exposure to IMM credit exposure methodologies
  • Programming skills: Python preferred; MATLAB, C++, Java are desirable
  • Strong database and SQL skills
  • Experience with monte carlo simulation and numerical analysis
  • Knowledge of the current regulatory landscape

Contact allister.richardson@greenwichatlantic.com 0203 174 2150 or APPLY NOW