Head of Risk – OTC & Exchange Traded – Post Trade Services (Quantitative) recruitment
The role has a number of deliverables;• Lead and direct the strategic risk management for the Post-Trade services area (Equities, Interest Rate and Derivatives markets)• Provide board-level guidance on risks – alert and avoid losses• Manage default procedures across all markets• Manage crises relating to clearing and settlement • Establish a risk management center of excellence and create a board level risk framework and standard• Transform, integrate and improve risk management• Provide technical expertise and interpretation to risk regulation for best practice implementation 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 – Johannesburg recruitment
The team are responsible for credit exposure methods analysis, and on the definition and set up of risk measures for counterparty risk and country risk, across all asset classes.The candidate will play a senior role in a team, and responsibilities will include:Definition and implementation of Monte-Carlo calculations for measuring counterparty risk and country risk (extension of the Monte-Carlo calculation to the remaining transactions, securities financing, implementation of a Monte-Carlo calculation for country risk)Setting up quantitative models/tools to be IMM compliant and enable a better Read more […]
Senior Economist / Regional Credit Manager, Grade G recruitment
CFRCR is primarily responsible for monitoring and managing IBRD’s country credit risk exposure resulting from member countries’ borrowing from IBRD for development purposes. Its function is to ensure that IBRD’s country credit risk exposure is commensurate with the risk appetite of stakeholders and strikes the appropriate balance between financial and development objectives of the organization. Assessment of country credit risk is made both prior to and after a loan or guarantee is extended to a borrowing-member country. Prior to agreement on the lending strategy for a country program Read more […]