Global European Investment Bank Seeks Credit Exposure Risk Manager to sit with Market Risk Team recruitment
The role acts as a Credit Exposure Specialist, bring expertise to Market Risk Managers, as well as developing the teams sills in this space, you will gain in-depth exposure to Market Risk techniques as this position is fully embedded in the MRM team.
The successful candidate will provide hands on quant solutions on Potential Future Exposure, across a large range of asset classes (exotic and vanilla Fixed Income, FX, Credit, Commodity and Equity Derivative Markets).
The Role
- Computing the exposure of Bespoke / Non Vanilla deals before they are executed and then preventing the excesses using available early indicators and analytical tools.
- Proposing risk reduction strategies and analysis or participating to them.
- Develop the framework for the Active Risk Management of exposures to Risk factors by counterparty.
- Be a specialst in your field, go to expert for MRM, Front office structurers and traders, Credit Officers and IT team.
Ideal Candidate
- Numerate or mathematical related degree or equivalent
- Knowledge of future potential exposure methodologies
- Experience of working with a credit or market risk environment covering OTC derivative products
- In depth knowledge of the mechanics and characteristics of derivative products and exposure computations
- Understanding of derivative pricing models
- Understanding of how to construct and manipulate market data for use within pricing models
- Advanced VBA skills
- Familiar with the use of Bloomberg to Source pricing information
- Stochastic calculus knowledge
If you are looking to expand your skill set and knowledge in counterparty risk to Front Office Risk skills and techniques, and to be the go to expert in your field, with a salary of up £70,000 apply now
June 14, 2012
• Tags: Global European Investment Bank Seeks Credit Exposure Risk Manager to sit with Market Risk Team recruitment, Risk Management careers in the UK • Posted in: Financial