Counterparty Credit Risk manager recruitment
My client is a leading FS organization is currently seeking for an experienced Counterparty Credit Risk manager with quantitative background. Successful candidate will be providing subject mater expertise across a variety of derivative engagements.
Main duties will include:
• Perform a project leadership role on derivative valuation and market riSk
• Develop and enhance valuation models
• Participated in other financial risk matters
• Build strong internal relations
To apply for the role, you will have to have the following skills and experience:
- PhD Of MSc in a Quantitative subject, ie,
- Experience of Quantative Derivatives within Financial Services
• Thorough knowledge of derivative pricing models across different aSset
classes
• Strong knowledge in at least two of the following areas: equity, FIXed
income and interest rate derivatives, inflation, credit derivatives, commodities and energy.
• Experience in valuation of bespoke financial instruments and structured
products.
• Knowledge and hands on experience of market risk modeling (VaR
modeling, Stress Testing, Back Testing, risk sensitivities and scenario
analysis) and./or knowledge of Asset and Liability modeling would be an
advantage
• Statistical and numerical techniques and the principles of the theory of
probability and stochastic calculus
• C++ and other analytical programming requirements
• Experience working in a financial product engineering/research and
development environment designing and developing quantitative methods and services for capital market products
Please apply to Elina Shchepkina for a confidential discussion. Please call on 07557742299 or email to e.shchepkina@darwinrhodes.com