Credit Risk
You will be responsible for deep-dive, highly technical business analysis covering pricing, monte carlo risk systems, market risk VaR and in particular credit risk, CVA and Basel III implementations.
You should apply for this role if you have:
- 6+ years business/quantitative analysis experience
- Deep credit risk knowledge including CVA and pricing
- Monte carlo and derivatives product knowledge
- Basel III experience
- Excellent academics, preferably CFA or MSc qualified
This is a contract role initially for six months with a rate of £600-£650/day.
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