Risk Manager – Exposure and Portfolio Risk recruitment
THE COMPANY:Our Client is a well respected European Investment Bank who specialise in Trade, Infrastructure and Structured Finance.They are looking for a junior quantitative risk candidate to join their growing risk function to provide quantitative model support.RESPONSIBILITIES:Perform ad-hoc, pre-trading PFE simulations,Prepare ad-hoc EC calculations for runs on the Bank’s grid,Perform tests to confirm the validity of the newly developed EC methodology,Write specifications and test plans for bug fixes and enhancements that may be required and follow-up their implementation.Document thoroughly Read more […]