Credit Risk – Counterparty Analytics – IMM – Tier 1 Bank – 95k recruitment
My client, a Tier 1 Bank in London, is going through huge growth on a truly global scale and capitalisation is key to maintain excellent ratings with the FSA with a view to implementation of Basel III and 2.5. They are hiring a number of analysts with Counterparty Credit Risk programme. You will oversee the global review and implementation of the IMM Model and work with the Executive Board, CRO and global external regulators to meet the highest standards possible. You will be from a quant background (MSc or PhD) with excellent analytical skills and knowledge if stochastic calculus, Monte Carlo Read more […]