Credit Risk Quantitative Analyst recruitment
Position Category: Risk ManagementPosition Title: Credit Risk Quantitative AnalystJob Level: Vice PresidentLocation: USA – NY – New YorkEducation Required: Masters DegreePosition Description:Position Description The Credit Risk Methodology Group has an opening for a highly motivated individual to review and validate credit risk models such as counterparty rating templates, probabilities of default, loss given default, and exposures. This individual will work closely with the various groups within the Credit Risk Management Department in evaluating rating models and assessing credit exposure. Responsibilities Read more […]
Credit Risk Quantitative Analyst recruitment
Main Responsibilities:The candidate will play a senior role in a team mainly responsible of: Ø Analysis of the counterparty risk of specific transactions including developing one-off models for calculation of peak and expected exposure. This role covers all asset classes and products. Ø Defining and testing methodologies for calculating exposure on new products / new underlyings (including communication to Credit and Front Office on that subject) Ø Quarterly recalibration of the models used to measure counterparty risk and country risk ( stochastic processes, Wrong-Way risk …) Read more […]
Credit Risk Quantitative Analyst recruitment
Job Description We seek a risk quant to model, quantify and explain derivatives’ counterparty exposure to help the decision-making processes of risk management business. The role will also involve developing analytical models / tools needed for derivatives’ exposure calculation and counterparty credit risk system related projects. In addition, risk quant will be involved in stress testing, back testing and wrong way risk calculation. Key Roles Responsibilities Develop risk factor simulation models Calculate Counterparty Exposure on derivative products across all markets/asset classes Discuss Read more […]
Credit Risk Quantitative Analyst recruitment
Our Quantitative Risk Management practice focuses on the evolution of the Risk function, and the redesign of associated operating models and architecture to enable a responsive and proactive Risk posture within firms. We advise firms at every stage of the implementation cycle, by devising strategies and approaches that enable them to leverage their investment to transform organisational performance, market positioning and overall competitiveness. As a Senior Manager, you will work with our clients to understand the impacts of new Risk measurement methodologies under Basel III on firm’s Read more […]