__ Counterparty Exposure Modelling – X Asset, Front Office __ recruitment
You will be responsible for developing and reviewing new and existing counterparty exposure models, analysing and approving derivative pricing methodologies whilst providing explanations to the trading desk regarding a number of key risk issues.
Successful candidates need to match the following criteria:
- Solid academic record in a numerate/ mathematical subject (PhD preferable not essential)
- Relevant experience in credit exposure calculation and
- Experience of analysing and developing credit, counterparty or risk models
- Exposure to a range of derivative products (preferably exotic)
- Ability to interact with confidence across the trading desk
- Experience in working to tight deadlines at a high level
Please apply online or for more details call Khalid Al-Sada (+44) 0207 469 8955
To find out more about Huxley Associates please visit www.huxley.com
