Credit Risk BA recruitment
Credit Risk Business Analyst - London
Credit Risk Business Analyst is required to work for a top global investment bank within their Risk change area. My client are currently undergoing a review and ultimately a change of the way EE, EPE and CVA is calculated. This role is to be the major contact between the Quants in Credit Risk and IT, helping the Quants to realise real and workable models that will fit into the existing risk architecture and helping IT to deliver a tangible and sustainable platform that will enable accurate and timely risk calculation.
The successful candidate will have a strong background as a Business Analyst within a tier 1 investment bank either working in Credit Risk or Front Office Credit risk. It is essential you have strong quantitative skills around the space of EPE and CVA (you will be sitting down with the quants) as well as Counterparty Credit Risk and the wider ramifications of Basel II/III regulatory policy.
Key requirements: Business analysis, UML, SQL, counterparty risk, credit risk, Monte Carlo, EE, EPE, CVA
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If you fit the above criteria and seek a new opportunity please forward a copy of your CV for consideration.