Financial Engineer recruitment
The Group are responsible for global Credit and Market risk with ultimate responsibility for the methodology and development of the appropriate models. Working with a team of Financial Engineers tasked with the development and validation of counter-party credit risk models you will be responsible for providing analysis of model requirements, defining product pricing models and model validation tests. Essential to the role is previous counter party credit risk experience able to work across the whole life cycle dealing with data issues, model validation, research across asset classes.
This team are essential to maintaining the Banks appropriate credit and capital measures. Only candidates with previous experience of pricing models and counter party risk management systems will be considered. Candidates will have a minimum of a Masters in a quantitative subject or a PhD with one to two years of relevant experience.