Head of Counterparty Risk – Tier 1 bank – 320k package recruitment
My client, a Tier 1 Bank in London, is going through huge growth on a truly global scale and capitalisation is key to maintain excellent ratings with the FSA with a view to implementation of Basel III and 2.5.
They are hiring a Head of Counterparty - IMM Analytics. You will oversee the global review and implementation of the IMM Model and work with the Executive Board, CRO and global external regulators to meet the highest standards as well as manage a team of 25 globally. You will be from a quant background (MSc or PhD) with excellent analytical skills and knowledge if stochastic calculus, Monte Carlo simulations and PDE Models with strong programming skills in C++. Your experience could be from a Tier 1 or 2 Bank, the FSA or a Consulting firm in this area.
This is an institution whose global coverage particularly in Asia cannot be questioned and has a history of executive progression for outstanding individuals both globally as well as in the UK. My client is interviewing now so feel free to call me in complete confidence.
