Exposure Management Credit Risk VP recruitment

The VP. will be part of the Exposure Management Group team, and will be responsible for:

-The analysis and quantification of credit risk on derivatives exposure for both flow trades and structured transactions on a pre-deal check basis
-Daily interaction with credit officers and front office sales, structuring and trading to discuss trade structures.
-Working with various other functions in the bank as appropriate to facilitate new trade and existing portfolio reviews, and work on reflecting the risks appropriately in the banks systems.
-Quantitative credit risk analysis of existing derivative transactions on counterparty, portfolio and individual trade levels. This may involve working with existing spreadsheet tools or setting up customized tools which use the bank's internal pricing models.
-Working with other related groups in the bank as appropriate- For example, interaction with the methodology team to ensure appropriate credit risk methodologies are being used consistently within the bank.
-Formulating stress test methodology for the derivatives portfolio

As such, the successful Analyst will have the following skills and experience:
-Good knowledge of rates, FX, commodities, equities and credit business areas and products.
-Understanding of risks both on trade and portfolio level
-Strong mathematical and statistical background but able to simplify complex transactions for a non technical audience, eg credit officers
-Ability to multi-task and prioritise resources among various projects.
-Good working knowledge of Excel, VBA, MS Access and programming knowledge
-SQL

This is a great opportunity for an experienced Analyst with strong communication skills and good team-working skills to work for one of the most respected investment banks in the world.

If you have the above qualities, and wish to further your career as an Analyst, then please apply today.
Randstad Financial Professional encourage applications from individuals of all ages backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial Professional acts as an employment agency for permanent recruitment an employment business for temporary recruitment as defined by the Conduct of Employment Agencies Employment Business Regulations 2003