Quantitative Credit Risk Analyst recruitment
Role Details :
- Research and development of new credit exposure analytics.
- Business analysis and development of modelling prototypes.
- Support the global rollout of the exposure models and their extension to the equities businesses.
- Provision of quantitative support to the trading desks for pre-deal portfolio risk and CVA analysis
- Quantitative analysis required to meet Basel 2/3 modelling standards, including backtesting and stress-testing of EPE.
Skills Qualifications Required
- Knowledge of the financial markets and derivatives pricing techniques.
- Strong analytical and problem solving skills.
- Proactive team oriented.
- Good written and verbal communication skills.
- PhD/Masters in finance or a quantitative discipline.
- Experience in credit exposure modelling techniques their application to risk manage the business.
- Experience in model prototyping in C++, Excel, VBA or similar.
- Knowledge of equity derivatives and/or credit derivatives products and modelling techniques.
- Knowledge of Basel IMM regulatory requirements.
If you feel you have the suitable skills for this role or want to find out more, please apply online or contact Deepan Sakthithasan at Hudson Credit Risk on 02071876103 or deepan.sakthithasan@hudson.com.
Please also not due to the high volume of applicants I may not be able to get back to every application. If you do not hear from myself within a week of applying this means your application does not meet the client’s requirements and therefore is unsuccessful.
July 29, 2009
• Tags: Quantitative Credit Risk Analyst recruitment, Research careers in the UK • Posted in: Financial