***Quantitative Counterparty Analytics*** recruitment

The team is responsible for point-in-time validations and annual reviews of credit models for internal risk management and regulatory capital.

The team's mandate covers EPE/PFE, monte carlo models, and potentially projects in the future will also cover PD, LGD, EAD, and Economic Capital models.

Ideally you will have three years experience and both theoretical and practical knowledge of counterparty risk or market risk models (including financial instruments). Further experience of PD, LGD, EAD and EC models will also be viewed positively.

R/SAS, Perl/Python/VBA, SQL or C++ will also be good but not essential. You must ideally have academics in MSc Mathematics/Statistics/Financial Engineering.

For further information, please do not hesitate to contact Erica Charlton on 0207 092 3239 or at erica.charlton@eamesconsulting.com