Quantitative Risk Analyst – Market & Counterparty Risk
Key responsibilities include:
- Exposure to both market and counterparty credit risk with the initial focus being more on the credit side.
- Troubleshooting, process improvement and implementation of new products into the counterparty credit risk engine
- Development and enhancement of counterparty credit risk measuring monitoring techniques and tools
- Support of the counterparty credit replacement project
- Development and support of trading related capital calculations and related valuation adjustments.
You will possess:
- Current experience in a quantitative credit or market risk environment
- Strong mathematical skills, along with MS Excel, Access VBA
- Good knowledge of C++, SQL
- Familiarity with financial markets products
- Familiarity with the Algorithmics RiskWatch an advantage
The roles offer the opportunity to gain exposure to a wide range of products within a dealing room environment.
If you are interested in discussing this opportunity further, please email your CV to alan.a@ethoscorp.com.au or contact me directly on 02 8227 9200.
November 25, 2010
• Tags: Quantitative Risk Analyst – Market & Counterparty Risk, Risk Management jobs and careers in Australia • Posted in: Financial