Credit Risk Development Manager – VP – CVA – Monte Carlo – C++ recruitment
A global Investment Bank is looking for a Credit Risk Development Manager to manage a global development team developing a monte carlo maximum potential exposure system to calculate counterparty credit exposures for the equity derivatives business. The system will be Global and you will be the IT Development and Project Manager responsible for the delivery of the system. The position will involve extensive and close dealing with quantitative analysts and various development teams. You are expected to provide a level of technical and architectural leadership globally for the project.
To be considered for this role you must have strong Counterparty Credit Risk experience and proven project management of major systems implementations and upgrades. You must also be able to organize and lead teams of internal developers and external consultants/contractors across geographical sites. Any additional knowledge of distributed processing on a computational server farm, experience of IMM or similar (e.g. IRB) projects, or a development background, particularly in a C++ Linux/Unix environment and with knowledge of Perl would be desirable but not essential.
If you require any further information please call Lanre Fisher on 02076144431.