CVA Quantitative Risk Management recruitment
Role Objective:
- Working closely with internal and external clients to support the review and development of financial models, specifically focussing on quantitative aspects of Counterparty Credit Risk management and CVA modelling, back-testing and validation.
Role responsibilities:
- As a senior member of a team responsible for the design, development and implementation of risk modelling solutions, the job holder will be expected to:
- Act as an SME across a variety of Counterparty Credit Risk Management engagements, in Front Office and Middle Office environments covering e.g. Exposure modelling, CVA modelling, Derivative pricing, Backtesting of exposure methodologies, Stress testing
- Lead the quantitative aspects of large projects and act as the first point of contact for internal and external stakeholders.
- Understand the broader environment and implications for firms – e.g. support data challenges, IT architecture, vendor selection, risk management processes and governance, compliance with applicable regulatory standards.
- Lead or support proposals to clients.
- Build and maintain strong relationships with industry experts and clients.
- Train and support the development of the team.
Candidate Profile:
- Prior experience in an analytical role in industry (e.g. for the front office (e.g. CVA desk) or risk in an investment bank, the treasury department of a large retail bank or insurance firm), or in a professional services firm.
- Particular hands on experience in: CVA pricing; Counterparty Credit Risk Modelling; Backtesting and validation framework; Counterparty/portfolio stress testing.
- Relevant programming skills and data modelling skills.
- Knowledge of available vendor solutions beneficial.
- Successful candidates will combine risk knowledge, business understanding and deep technical skills and will be seeking a career that combines all three of these aspects together in a client facing environment.
- Well development “soft” and stakeholder management skills.
Contact Us
For more information regarding the role, organisation and the career development opportunities available within our client, please contact Andrew Cook at:
- Email: andrew.cook@pembertonpartners.com
- Direct Line: +44 (0) 207 280 9641
- Mobile: +44 (0) 7801 953 663
January 6, 2012
• Tags: CVA Quantitative Risk Management recruitment, Risk Management careers in the UK • Posted in: Financial
