Counterparty Credit Risk Quant
Full Job Description
Develop Risk Factor Simulations Models
Calculate Counterparty Exposure on Derivative Products across all markets-asset classes.
Discuss Complex Structured transactions with business and risk managers.
Advise on credit risk mitigation and explain counterparty risk to other stakeholders.
Development of Counterparty Analytics and Tools
Proven experience in Quant-Consulting Role
Direct experience of counterparty risk calculation is preferred.
Knowledge of Market Credit Risk management techniques-frameworks desirable.
Knowledge of UNIX Programming languages - Java, C++ MATLAB
Understanding of structured derivatives- ability to understand very quickly
A leading financial services organisation
70-75K
Where specific UK qualifications are required we will take into account overseas equivalents.
Please quote Michael Page reference when applying Job ref:MPGX13254677
Michael Page International is a world leading recruitment consultancy.
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