Quant analyst – credit risk – London recruitment
Credit risk and counterparty risk across all asset classes and a wide selection of derivatives will be analysed closely in tandem with front office business traders, structurers, risk managers and other quant analysts.
Quant analysis, credit risk and counterparty risk mitigation, explanation and advice will be generated by this team which is responsible for risk management, quant analysis and participation in counterparty risk analytics tools and infrastructure development.
Previous experience in credit risk, counterparty risk and derivative products across various markets and asset classes is essential.
The credit risk and counterparty risk quant analyst will be required to model, quantify and explain derivative counterparty risk exposure to assist the business with risk decisions.
Previous experience in a quant role, excellent understanding of derivative modelling, hands on experience analysing counterparty risk and a good knowledge of credit risk are all essential for this position.
Programming languages will be used regularly in this risk based role for quantitative modelling therefore good level of UNIX, C++, MATLAB, JAVA will also be required.
This is an excellent opportunity with a international banking group that has experienced, unrivalled and consistent growth and success over the past decade.
All quant analysts with experience in credit, counterparty, risk management and UNIX, C++, MATLAB apply now!