Quantitative Counterparty Risk Specialist – Cross Asset recruitment
The role involves interacting to a high degree with front office business areas as well as other areas in Risk. You will be reporting directly to the Head Quant based also in London.
The team covers all products and works with both structured and flow transactions.
The role involves:-
-Responding to questions on reported exposure and assisting with portfolio exposure analysis.
-Creating new exposure models for the credit system.
-Working closely with the Risk and CVA teams.
-Support structured and non-standard transactions.
-Explaining the effects of complex models in plain English to business users, and provide analytic consulting services to business partners.
The Candidate will:-
-Great communication skills
-Excellent product knowledge
-A Quantitative background
-Experience in Risk Management
-A Masters or PhD degree in a quantitative discipline or finance
-Strong computer skills, Microsoft Excel, ideally VBA macros and functions