Counterparty Credit Risk – New Team Build
My client, a Tier 1 Investment Bank, is going through huge growth of its derivatives platform on a global basis to continue excellent results from the FSA and being well ahead in the Basel III world. I am working with a Global Director who is building a new team to challenge the entire risk approach of the Bank from top to bottom – challenging the CCR and Market Risk quants on the models, the Reporting and Governance departments and liaising with the highest levels of Management including CRO level within the bank with a global remit in an environment that does over 1 million derivatives trades Read more […]
VP – Counterparty Credit Risk – VP – Tier 1 Bank – London recruitment
My client, a Tier 1 Bank with an emerging market focus, is going through huge growth of its quant teams as its global derivatives platform grows and it continues to be above global regulatory standards in the new Basel III world. This bank has grown throughout the last 4 years picking up numerous awards and profits above margin for the last 5 quarters. I am working with a global director of some recognition that is building a new Exposure Management/Counterparty Credit Risk team which is going to the global hub of all areas of Counterparty for the Bank reporting to the CRO and the Board in this Read more […]
Counterparty Credit Risk – Tier 1 IB – New Team – London recruitment
My client, a Tier 1 Bank with an emerging market focus, is going through huge growth of its quant teams as its global derivatives platform grows and it continues to be above global regulatory standards in the new Basel III world. This bank has grown throughout the last 4 years picking up numerous awards and profits above margin for the last 5 quarters. I am working with a global director of some recognition that is building a new Exposure Management/Counterparty Credit Risk team which is going to the global hub of all areas of Counterparty for the Bank reporting to the CRO and the Board in this Read more […]
Counterparty Credit Risk – all levels – 150k recruitment
With the advent of Basel III, there is a key focus on building key Front Office/Regulatory CVA frameworks across banks in the city, IMM submissions applications to the FSA by the end of the year and increased growth of derivative platforms – we are seeing as CCR hiring as a key component if hiring for our clentbase which includes leading Tier 1 Banks, Consulting firms and Hedge funds across the city. We are looking for candidates with a strong knowledge of CCR whether that be on the quant or qualitative side – across both vanilla and exotic trades across the city, your experience may also be in Read more […]
Counterparty Credit Risk – Senior Vice President recruitment
The growth of the new Exposure Management / Counterparty Credit Risk team is being driven by a global director who is well known and highly thought of. This team will be the global hub of all areas of Counterparty for the Bank, and will report directly to the CRO and Board. Your work will improve the established sustainable reporting process, and then transition into the strategic Basel III framework. You will work closely with Global MDs, Front Office Traders and Quant teams in this multi-faceted role. Your broad exposure to senior staff will open up numerous potential career paths for you into Read more […]
Counterparty Credit Risk – VP – 125k recruitment
My client, an award winning Tier 1 Investment Bank, is going through huge growth with the focus around CCR, CVA and the complexity of PFE/EPE in the Basel III world. My client has its global hub in London and is going through unparalleled growth due to its expanding global derivatives platform and being acknowledged leaders in working above and beyond FSA standards. I am working with a Director who is building a mission critical team that will be challenging the quantitative, control and senior management on a global basis across their findings in relation to future risks associated to counterparty. Read more […]
Counterparty Credit Risk – Quantitative Analyst recruitment
Counterparty Credit Risk QuantThis is a great opportunity to work on a high profile, business critical project with significant intellectual challenges. Where you will obtain exposure to a wide range of CS functions and areas – good performance will undoubtedly open up a variety of future opportunities, either within Credit Risk Analytics or outside.Due to the recent departure of a key team member, we are looking to recruit a high quality quantitative analyst with significant experience in the counterparty credit risk spaceCredit SuisseAs one of the world’s leading financial services groups, Credit Read more […]
Counterparty Credit Risk – SVP level- 150k – London recruitment
My client, one of the worlds leading consulting firms, is going through huge growth in its CCR practice due to complexity and urgency of IMM Waiver requirements in relation to Basel III. They are looking to hire a senior individual with experience in colleteral management, repo transactions, CVA and OTC transactions. This is one of the most succesful teams in the city and the intention of the role is to give a candidate the potential to be a Global Partner in the firm which would carry great opportunities for leadership and CRO level compensation going forward. Your responsibilities as a Counterparty Read more […]
MANAGER, COUNTERPARTY CREDIT RISK, PRESTIGIOUS INTERNATIONAL FINANCIAL SERVICES RISK CONSULTANCY recruitment
EU passport-holders only, please.About the Enterprise Risk Services (ERS) team:Within the Financial Services practice, the ERS team delivers sustainable benefits to our clients though tailored services across credit risk, operational risk, liquidity and market risk, insurance risk and risk technology. About the credit risk sub-team: Typical engagements supported by the credit risk sub-team include assisting Investment / Corporate / Commercial / Retail Banks and Asset Management in:Designing their end-to-end risk management frameworks, strategies, appetite, methodologies and Read more […]
Counterparty Credit Risk – Cross Asset (VP 75-100k) recruitment
Interacting across multiple business areas including Risk and CVA you will be developing models across Credit, Rates, Equities FX and Commodities in both structured and flow transactions. The team consists of 24 people globally reporting into the Global Head who is based in London. The role will involve: –Responding to questions on reported exposure and assisting with portfolio exposure analysis.-Creating new exposure models for the counterparty credit system.-Working closely with the Risk and CVA teams.-Explaining the effects of complex counterparty risk models in plain English to business users, Read more […]