Counterparty Credit Risk Models Monitoring Analyst recruitment

You will be working with EEPE, EPE, PFE and other exposure models, monitoring its inputs and outputs and monitoring what the market is doing against the models, analyzing model's curves,  using SQL and VBA to optimize the process. You will be working closely with Quant Analytics Team, IT Team, Front Office and Exposure Management Team.

You will have previous work experience in a leading investment bank, ability to carry out analysis of PFE, EPE, EEPE, strong understanding of counterparty credit risk, risk senitivities and strong SQL and VBA skills. Knoweldge of various asset classes and their risk profile is also required.

For further information, please contact Ivana Nestorova on ivana.nestorova@eamesconsulting.com or 02070923292