Senior Credit Quant Analyst recruitment
Responsibilities
Develop and validate risk models for various trading desks through highly effective review and analysis of risk issues. Constantly improve, customize and extend existing risk measurement systems to provide support to the development and maintenance of Credit Risk measurement systems and the models quality. Framework including the model validation database, Sharepoint documentation site and the model risk reporting process. Maintaining an updated knowledge of trends in risk management, financial markets and product innovation.
Main skills required
- 5 plus years of experiences in Financial Credit in a quantitative role within Front office/Risk
- Excellent communication skills to convey credit risk concepts and provide quant risk support to front office, market risk product managers, back office and technology staff to ensure that residual risk to the business is effectively managed and mitigated.
- Good relationship building skills with Risk Managers to maximize the flow of technical and practical knowledge within the group- PhD level in a numerate discipline (e.g. Mathematics, Physics, Engineering, Computational Finance)
- High proficiency in software development and programming (C/C++, VBA) in Windows and Unix
- Strong understanding of financial:
• Mathematics including derivatives products such as Interest Rate
• Derivatives, Foreign Exchange Options and Equity/Commodity derivatives.