Market Risk – Credit Derivatives recruitment
Covering the entire product range, the is an urgent requirement for a credit derivative risk manager, this role combines a highly technical market risk role with a hands on business focused element. You will interact daily with the trading desk, senior management and quantitative team to assess, monitor and pre-empt movements within the market. Main duties will include:
- VaR calculation, analysis and reporting
- Monte Carlo simulation, back and stress testing
- Cross over with price testing and valuation teams
- Getting involved with projects and reporting to board level
Ideal candidates will possess the following experience:
- Market Risk, Valuation or Product Control experience at an investment bank
- Strong understanding of credit derivatives, especially CDOs
- Solid knowledge of risk methodologies and frameworks
- Ability to communicate at senior level with confidence
Please apply online or alternatively call Khalid Al-Sada on (+44) 207 469 8955
To find out more about Huxley Associates please visit www.huxley.com
