Quantitative Risk – Tier One Investment Bank (AVP) recruitment
The team’s mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital. Responsibilities include:Completing model reviews along with appropriate documentation and testing resultsCommunicating key findings to senior management, model developers, credit risk officers, and regulatorsOverseeing control processes to ensure previously approved models continue to behave as expected, including backtestingCandidates require:A PhD degree in a quantitative discipline and strong technical skills (SQL/VBA/C++)Three years of proven experience in quantitative Read more […]
VP, Quantitative Risk – OTC Products recruitment
The VP will handle the analysis and review of both margin models and portfolio risk controls. They will focus primarily on fixed income and FX products. This is a highly visible position that requires regular interaction with senior management, external clients and regulators/auditors on any risk related issues to the business.The successful candidate will have a minimum of 4+ years of quantitative risk and modelling experience covering OTC markets underpinned by an excellent academic pedigree; an advanced quantitative degree is a must. Must possess excellent written and verbal communication skills. Read more […]
Quantitative Risk, Inv. Bank, PFE/Structured Credit, ~ 70k base recruitment
Vacancy: Quantitative Risk Manager, Investment Bank, 71k+ base plus generous benefits and pension plan.One of the most unique banks in the world is looking for a quantitative risk manager to join their Portfolio Risk Management team in their London Office. They operate like no other, in the sense that they are the worlds only transition bank, and actually add value to society. As they operate in 61 different nations, they offer you the opportunity to expatriate and work overseas with no hassle regarding a work permit or visa. Similarly, if you are interested to move to London, then my client Read more […]