Market/Counterparty Risk – Team Build out – Tier 1 IB recruitment
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 […]
Quant Analyst – CVA – Counterparty Risk – Tier 1 Investment Bank recruitment
Tier 1 Investment Bank seeking a CVA / Counterparty Risk Quant to join an excellent team of PhD Quants.The role centres around developing new Price-Testing Methodologies, Valuation Methodologies, Front Office Pricing Model Reviews, and building tools for the Valuations Group.The successful candidate will come from a Desk Quant, Risk Quant or Product Control Quant Background with excellent VBA skills and CVA/Counterparty Credit experience.Excellent opportunity for someone with exposure to Counterparty Credit / CVA pricing / modelling expereince to join an excellent team with Front Office interaction Read more […]
Investment Bank – Counterparty Risk – Credit Risk – Manager recruitment
My Client is an international Investment Bank who are currently seeking an experienced professional to join their Traded Credit Risk team in the role of Counterparty Credit Risk Manager Asia-Pacific.In this role, you will:Provide counterparty credit analysis on Banks and other Non-Banking Financial Institution (NBFI) clients for the Asia-Pacific region Coordinate Country Risk annual reviews on behalf of Group Risk Support the line manager with assessments of new money and transactional credit limit requirements for Banks, Sovereigns and other NBFI clients across the region, and provide recommendations Read more […]
Quant Risk Analyst – Counterparty Risk – Tier 1 Investment Bank recruitment
Quant Risk Analyst – Counterparty Risk – Tier 1 Investment BankMy client, a leading Tier 1 Investment Bank has a vacancy for a Quant Risk Analyst, to work on Counterparty Risk Models. This team is responsible for independent point-in-time validations and annual reviews of credit models for internal risk management and regulatory capital. The teams mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital.Responsibilities include: Completing model reviews along with appropriate documentation and testing results Communicating key findings Read more […]
Business Analyst, Counterparty Risk, IT, Derivatives, Investment Bank, London recruitment
My client is a leading investment bank who are delivering a business critical solution for a newly created Counterparty Risk function. You will be interacting with front office users on a daily basis, reviewing pricing models and running trade scenarios. You will need to have strong derivatives product knowledge and solid technical skills, coupled with an excellent understanding of front office risk – counterparty risk will be advantageous.Essential skillsStrong business analysis skills working in a front office derivatives risk IT environmentStrong data querying skills – SQLProven track record Read more […]