Quantitative Risk Analyst, CVA/Credit Exposure recruitment
The team covers model validation, assessing the impact of models upon valuation, market and credit risks.In essence the role will involve validation of models to identify those that are mis-specified or not applicable to a given product/market, additionally identifying mathematically flawed models and proposing solutions.This is a highly interactive role, supporting fellow team members in their projects/tests whilst collaborating with front office quants and model owners.Candidates will need a strong background in financial mathematics, typically educated to Masters degree level in a quantitative Read more […]
Credit Exposure recruitment
Department Overview – Provide credit-risk exposures for transactions that Front Office cannot Risk, provide advice for Credit Sanctioners and Front Office, keep abreast of any modifications or clarifications from regulatory bodies, anticipate system requirements Main Duties – Act as point of contact for any Basel III project work (incl requiremenets specifications, requirement modification, development and execution of testing plans, communication to manager and senior stakeholders – Gathering and articulating DCEM requirements for credit risk models, executing DCEM testing, supporting DCEM BAU Read more […]