EMEA Collateral Treasury Analyst recruitment
The Collateral group plays a front line role in managing the credit risk exposure of the bank, supporting the OTC Derivative business within the EMEA region. Products covered include Debt, Credit and Equity Derivatives, FX and Commodities. The teams’ daily functions include issuing daily margin call, responding to received margin calls, reporting provisions, booking margin flows, cash and securities, funding, interest analysis, inter-company collateral bookings, cash and stock reconciliations, dispute reconciliation and project initiatives. Significant industry and regulatory focus in the area Read more […]
AVP Treasury Product Risk Manager recruitment
Treasury is responsible for the management and execution of the group’s capital, funding and liquidity risks and requirements. The Treasury is centred around five global functional pillars – Capital Management, Liquidity Management, ALM/FTP, Treasury Execution and the Investment Function – complemented by three regional and two business cluster Treasuries.These functional, regional and business treasuries work together in a matrix structure.The Asset Liability Management / Funds Transfer Pricing (ALM / FTP) Pillar function are currently strengthening their team and require an Assistant Vice President Read more […]
Credit & Risk Officer recruitment
You will be providing International Private Clients with a credit and risk framework.To assist Relationship Managers in providing an excellent client experience by ensuring a rapid turnaround of a loan application and resolving any risk issues.1. Main responsibilities• Full understanding of IPC loan book.• Ensure all loan reviews are up-to-date.• Quality-control and writing of all new loan applications • Maintain up-to-date credit policy.• Maintain “WIP” of all risk responsibilities: PEP reviews, Special Client Template etc.• Record monthly risk meeting and follow Read more […]
Investment Risk Manager recruitment
We are working on an excellent opportunity for a leading global Investment Company based in Edinburgh. They currently have a great opportunity for an experience Investment Risk Manager to join one of their teams which aims to ensure the various investment teams are operating within consistent constraints and risk tolerances. The successful applicant will support the team in the provision or risk management services to Investment Managers. You will be responsible for the generation and the use of critical management information arising from investment activity across equity, fixed income, and property Read more […]
Quantitative BA – Stress Testing/Market Risk recruitment
On a day-to-day basis, you will be responsible for: – Business Analysis to support the demise of tactical/legacy applications and processes – Implementing methodological improvements in risk factor/scenario generation – Supporting functional enhancements to the Global Scenario Engine (TSE) and the market data sourcing component (Asset Control) – Improving process efficiency and internal control systems – Providing support, communicate effectively and maintain a productive working relationship with own and external teams – Delivering regulatory implementations in line with agreed time frame and Read more […]
Risk Data Specialist recruitment
Our Prudential Business Unit has a wide-ranging remit, and through a number of teams we take responsibility for a range of areas to support the development of the PRA’s target operating model. We now seek a Risk Data Specialist to join our Risk Specialists Division (RSD) which is developing and implementing tools and capabilities to support the new PRA supervisory approach.This particular role is involved with the ongoing industrialisation and improvement of credit stress testing capabilities. The improvements require a variety of data to be sourced and validated so that a set of class and Read more […]
CVA Analyst recruitment
This well-known bank is looking for a CVA Analyst to support the CVA Desk in managing CVA-DVA and Funding-Collateral positions. The key responsibilities are as follows: • Analysis of collateralised portfolios (CCP and Bilateral) to evaluate costs/benefits from back-loading transactions into Clearing • Assist in developing solutions to minimise Funding costs • Support CVA pricing and risk management activity Required skills • Product knowledge ability to price and understand embedded risks on vanilla OTC derivatives • Broad understanding of CVA, funding, collateral, clearing issues • Read more […]
Counterparty Quant Analyst – Cross-Asset recruitment
The team primarily supports Sales, Structuring and Trading by advising on pre-deal credit exposure (PFE and EE) for FX, FXO, IRD, ED, Credit Derivatives, Fixed Income and Commodities trades. You will work to enable traders to price in the credit on potential deals check that they are not going to be in breach of credit limits. This is an exciting opportunity to join an organisation which needs quants that have strong communication skills and are keen to work in a truly international bank.Responsibilities include:• Advise on Pre Post Deal pre-settlement counterparty exposure for trade requests Read more […]
Strategic Risk Manager – Management Consultancy recruitment
The RoleAdvise a variety of Financial Institutions across Investment Banking, Retail, Corporate Insurance.Design implementation of a variety of Frameworks to support Credit, Market or Operational RiskOffer solutions to comply with current upcoming regulations including; Basel II/III, Solvency II Dodd Frank This can include quantitative solutions such as modeling across; Counterparty Exposure Management, Economic Capital, ALM etc.Engage with the client’s senior stakeholders, offering pioneering solutions to help drive efficiency productivity.The CandidateGood academics, industry qualifications Read more […]
Quantitative Analyst – Capital and Credit Risk Modelling recruitment
Role Details:• Review all methodologies related to PD, EAD LGD, stress testing and RAROE.• Undertake model prototyping.• Participate in model and methodology presentations to the regulators and model users.• Write clear, accurate model build and validation documentation.• Ensure all model development complies with regulatory and internal policy requirements.• Assist with developing a tactical SAS solution to support model estimation.Qualifications Essential Skills Needed:• Strong mathematical/statistical or economics post graduate degree or certification, e.g. MSC, MBA, Read more […]