Credit Risk Reporting
The primary responsibility of this role will be to lead the Back-testing team, conducting a programme of counterparty credit risk models backtesting. You will work closely with teams in Counterparty Derivatives Risk and Quantitative Analytics to help redesign the Derivatives Back-testing process.
You will require exceptionally strong VBA and SQL skills combined with in depth Derivatives knowledge, specifically Interest Rates and FX. Significant data management and risk reporting experience would be advantageous.
Please submit your CV to keith.jones@carrlyons.com for consideration.
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