Risk Manager – Exposure and Portfolio Risk recruitment
THE COMPANY:
- Our Client is a well respected European Investment Bank who specialise in Trade, Infrastructure and Structured Finance.
- They are looking for a junior quantitative risk candidate to join their growing risk function to provide quantitative model support.
RESPONSIBILITIES:
- Perform ad-hoc, pre-trading PFE simulations,
- Prepare ad-hoc EC calculations for runs on the Bank's grid,
- Perform tests to confirm the validity of the newly developed EC methodology,
- Write specifications and test plans for bug fixes and enhancements that may be required and follow-up their implementation.
- Document thoroughly the test cases and the solutions implemented and keep track of the successive versions of the software/test runs.
- Provide support to the Principal Risk Manager in charge of Exposure Modeling.
EXPERIENCE REQUIRED:
- Experience of PFE/EC modelling within an Investment Bank is desirable
- Experience of Derivatives pricing and Correlation modelling is advantageous
- A minimum of MSc in Finance, Statistics, Science or related subject is essential
- C++ skills are required
January 19, 2012
• Tags: Exposure and Portfolio Risk recruitment, Investment Banking, M & A careers in the UK, Risk Manager • Posted in: Financial