VP – Market Risk – CVA / Counterparty Exposure Management recruitment
The RoleCarrying out analysis of CVA, applying hedging strategies factoring in sensitivitiesInvestigating into various CVA modelling/pricing issues such as right/wrong-way risk, correlation and volatility inputs, set-off strategyLook into Basel 3 impact on capital for counterparty risk on trades as well as DVA and funding adjustment.Look into PFE Collaterised namesInterpret stress results and VaR analysisCommunicate with senior stakeholders within the business, selling the practicalities of the CVA deskThe CandidatePrevious experience within CVA from a Market Risk perspective and / or Counterparty Read more […]
Market Risk – Interest Rate Derivatives recruitment
A top tier Investment Bank if looking for an experienced Market Risk Analyst to join them at either Associate or VP level. The role will report into the Head of Fixed Income Market Risk and involve all aspects of market risk, measuring, analysis and reporting.The role is front office facing and interacts with the trading desks to inform senior business managers, the heads of the team and also the traders and strategists about any changes and what impact these might have.Individuals with a strong background in Risk and an in-depth understanding of Interest Rate and Treasury products will be successful Read more […]
Market Risk – Quant recruitment
Candidates must have a blend of analytical and technical skills necessary to evaluate portfolios and assess and enhance current risk tools. Tools such as Matlab, VBA and SQL are required.Candidates must have strong communication skills which are necessary for interacting with other members of risk management and portfolio management team. Strong knowledge of both domestic and international equities markets preferred.Candidates must have 3+ years of quantitative work experience in a trading or risk environment. Tools such as portfolio optimization and time series regression analysis are Read more […]
Business Analyst – Market Risk, VaR, SQL recruitment
Business Analyst – Market Risk, VaR, SQLMy client, a leading Tier1 Investment Bank based in the city are looking to appoint an experienced Business Analyst within their Market Risk Technology group.You will be responsible for the delivery of Global Market Risk technology solutions, developing detailed specifications, working directly with risk managers and quantitative analysts.We are looking for candidates with the following:- Experienced Business Analysis background with excellent core analysis skills- Strong Market Risk knowledge including VaR, Stress Testing etc..- Cross Asset Product knowledge- Read more […]
Market Risk – Projects – Tier 1 Bank – London recruitment
My client, a Tier 1 bank, is going through expotential growth globally in terms of its derivatives platform.It has won several industry awards globally for its performance across all asset classes. It is going through one of the most major advancements in its Risk Management function to the FO in the city and manatain its excellent ratings with regulators across the globe. They are currently looking to boost the Market Risk Projects functions and main duties include: Spec and test new system functionality and explore potential applicability outside development scope.Provide tactical solutions to Read more […]
Credit/Market Risk – Tier 1 Bank – 130k recruitment
My client, a Tier 1 Bank, is going through record growth with the expansion of the one of the leading derivatives platforms globally. It is therefore growing one of the most advanced Risk functions headquartered in London at a similar rate. As part of this we are working with a global director who is building a high profile back testing team to oversee the global expansion of the risk team with Basel III, CRD IV coming out. They are keen to hire candidates from a Credit Risk/Market Reporting or BA background as well as Product Control with good knowledge of derivative products particularly equities, Read more […]
Project Manager – Market Risk – recruitment
Our client, a top tier investment bank, is looking for an experienced project manager to join their large scale change and transformation programme on a permanent basis. The role will be at a Vice President level, and the high calibre candidate will be VP level currently, or senior AVP. The ideal candidate will be well versed in delivering complex change initiatives within a Market Risk environment. The candidate will also come from an investment banking background. Alexander Ash is acting as an agency on behalf of the client.
Market Risk – Structured Credit recruitment
The structured credit market risk function is responsible for understanding and controlling the risks in the various structured credit derivative and CVA businesses (involving hybrids rates and credit products, synthetic correlation products, structured financing and ABS risk)As the successful candidate you will:Understand the complexities of structured derivative credit trades, including the risks that are not easily visibleUnderstand the complexities of CVA risk managementProactively and independently analyse the trading book to ensure focus is given to the material risksUsing market knowledge, Read more […]
Market Risk – Business Analyst recruitment
The CRO Change team in London is looking for a Business Analyst to support front to back strategic process and systems change for the Market Risk (SRM IB) book of work. The ideal candidate will meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition.The role involvesBusiness Analysis:• Participate in all aspects of the project lifecycle• Gathering and documenting data and related business requirements including devising solutions to enhance controls and improve Read more […]
Market Risk – Project Manager recruitment
The CRO Change team in London is looking for a Project Manager to support front to back strategic process and systems change for the Market Risk (SRM IB) methodology book of work. The ideal candidate will meet the defined attributes for the role and display a high degree of energy, enthusiasm and passion for change including the ability to pro-actively engage in solution design and definition. The role involves:Project Management: Manage delivery of defined projects within time, cost and quality Engage / lead project working group / project team meetings Managing project phases independently – Read more […]