Quantitative Risk, Inv. Bank, PFE/Structured Credit, ~ 70k base recruitment
Vacancy: Quantitative Risk Manager, Investment Bank, 71k+ base plus generous benefits and pension plan.
One of the most unique banks in the world is looking for a quantitative risk manager to join their Portfolio Risk Management team in their London Office. They operate like no other, in the sense that they are the worlds only transition bank, and actually add value to society. As they operate in 61 different nations, they offer you the opportunity to expatriate and work overseas with no hassle regarding a work permit or visa. Similarly, if you are interested to move to London, then my client may be able to assist in the procedure to work here, provided that you have the right skill set.
This role is predominantly focused on credit risk and you will be responsible for testing and implementing new simulations for Potential Future Exposure and Economic Capital calculations. On the programming side, they need someone who is fluent and proficient in C++, VBA and Matlab as you will be required to look after the Banks new risk system and assist in modifying code and running Monte Carlo simulations on a daily basis.
If you have one-two years experience working with PFEs and are interested in a job transition, then please get in touch and apply with your latest CV. Alternatively, you can email me at s.siew(at)realstaffing.com. Thank you. 