Credit Risk – Quantitative Business Analyst recruitment
Business Analyst, Credit Risk, Quantitative, Monte Carlo Simulations, Derivatives, Trading Book, Business process analysis, Investment Banking, London Senior Business Analyst, required for business critical Credit risk, Monte Carlo project. A major investment bank is currently undertaking a migration programme of OTC Derivative products onto a new Monte Carlo engine. The new platform will improve the accuracy and timeliness of counterparty exposure risk calculation, and lead to increased efficiency within regulatory capital. The programme encompasses a number of project streams and is responsible Read more […]
Quantitative Business Analyst recruitment
The team provides analysis, testing and support for risk management systems across credit derivatives, equity derivatives, EM, FX derivatives and IRD. It is engaged is a multi year build of a new cross asset risk system. Initially focussing on the Credit Derivatives business,you will work with the front office to analyse requirements and advise on strategy for the development, testing and implementation of the new risk system. For example you will,Work with development team to deliver the strategic solutionExplain/resolve any unexpected behaviour. It is not necessary to be a “hard core” quant, Read more […]
Quantitative Business Analyst recruitment
Quantitative Business Analyst within our client’s Financial Markets division working on the integration of Fixed Income and Structured Products onto their Financial Markets Trading Platform. The role also involves working on a number of smaller initiatives and supporting Front Office Traders in their use of Calypso:• Explaining model behaviour and predictions• Develop pricers / curves / models and implement them in Calypso for pricing and risk management.• Prototyping of models and products• Timely and accurate analysis of quantitative risk issues.• Testing of pricing models Read more […]