Counterparty Credit Risk CCR – Quantitative Analyst recruitment
Counterparty Credit Risk CCR - Quantitative Analyst required at Top Investment Bank based in London
You will be responsible for providing advice on best practice in Credit Portfolio Management modelling Counterparty Credit Risk and Credit Value Adjustment.
You will join an unprecented World Class Team, building and implementing Counterparty Credit Risk with particular focus on internal model method IMM, including risk factor simulation, product valuation and risk weighted asset calculation RWA.
Strong knowledge and practical understanding of the Credit Valuation Adjustment CVA, from a regulatory , accounting and business perspective.
You possess a strong quantitative degree in applied mathematics, engineeering, physics or related discipline.
In thisBanking role it's vital that you possess exceptional communication skills, manage diverse issues and have the ability to resolve problems quickly effectively and with empathy.
Contact: Ben Baxter
Email: ben@its-city.com
Telephone:0203 283 4096