Counterparty Credit Risk Analytics VP recruitment
Role Details:
- Daily responsibilities will include responding to questions on reported exposure and assisting with portfolio exposure analysis.
- Development responsibilities involve creating new exposure models for the credit system, prototypes to evaluate future models, and related tools such as a RAROC calculator. We also partner closely with the Risk Capital and CVA groups, teams that use the Credit results.
- The candidate will serve as the Product Lead for Credit Product within counterparty credit risk analytics. In this role, the person will be the central point of contact for Credit Derivative or Interest Rate Derivative issues.
Skills Required:
- A broad knowledge of financial products including derivatives
- A Masters or PhD degree in a quantitative discipline or finance
- Excellent quantitative / analytic skills
- Strong computer skills, Microsoft Excel, ideally VBA macros and functions
- Capable of developing financial exposure models
- Strong experience with credit or interest rate exposure models
- Strong communication skills
If you feel you have the suitable skills for this role or want to find out more, please apply online or contact Deepan Sakthithasan at Hudson Credit Risk on 02071876103 or deepan.sakthithasan@hudson.com.
Please also not due to the high volume of applicants I may not be able to get back to every application. If you do not hear from myself within a week of applying this means your application does not meet the client’s requirements and therefore is unsuccessful.
January 29, 2012
• Tags: Counterparty Credit Risk Analytics VP recruitment, Research careers in the UK • Posted in: Financial