Project Manager- Credit Risk &Market Risk IT recruitment
Project Manager/ Delivery Manager- Market Risk/ Credit Risk/ PFE/EEPE/ CVA/DVA/ VaR Engines/ Monte Carlo- Investment Banking
My client, a leading investment bank is looking to appoint a Project Manager with strong experience of working on complex Risk ITprojects. The role involves working in partneship with FOquants, architects, High Performance Computing team.
To be considered for this role you must have;
- Experience of delivery of large scale, complex projects across multiple teams.
- Managing end to end delivery of applications
- Experience of counterparty derivative exposure engine calculating PFE/EEPE or CVA/DVA
- Strong experience of VaR engines, calculating VaR, Marginal VaR
- Strong stakeholder management skills across business and IT
- Good understanding of Monte Carlo methodologies and processes
- Knowledge of derivative asset classes- Equities, FX, CDS
For more details, please contact Ritika on 0207 422 9047 or rbartwal@mcgregor-boyall.com