EPE IMM Model Validator. – based in London recruitment
ContractEPE IMM Model Validator – National Investment Bank – London My client is an national investment bank who is looking to bring on an EPE IMM model validator to join their team based in their fantastic offices in London. The candidate must have a good knowledge of EPE (expected positive exposure) and must have good experience of validation test for banks IMM (internal model method) models.Skill set – EPE IMM Model Validator – National Investment Bank – London Good experience of EPE and IMMExperience of Matlab / Bloomberg / VBAKey words: EPE, IMM, quant, model validator, matlab, bloomberg, Read more […]
Capital Analyst/Risk Manager recruitment
My client a leading bank is looking for a Capital Analyst/Risk Manager to join their retail team asap. The successful candidates will be working within Capital Impairment to set up the month-end reporting, RWA and impairment processes. Skills: -Capital Management and Forecasting experience-Awareness of SAS(ideally) or other statistical programmes -Risk Models awareness – BIRPU/IRB/Models -Basel II awareness, credit risk Long term contract. Looking for people asap, with interviews available immediately for the right candidates. If you’re interested please send an updated CV asap or call 020 7469 Read more […]
Senior Manager, Market Risk Modelling recruitment
SummaryThis role sits within a team who take responsibility for Market Liquidity Risk covering the pricing, counterparty credit and market risk measurement modelling for the bank. The team develops and maintains the market risk measurement methodologies for the banking and trading books such as Value at Risk, Stress Testing, Net Interest Income Sensitivity. The team also develops prototypes for implementation of such methodologies and liaises with the relevant Risk functions for approval of such methodologies. The Senior manager in this team will have a number of direct reports.AccountabilitiesDevelopment Read more […]
Valuation Risk Group (VRG) Associate recruitment
As one of the UK’s leading financial services Santander offers a comprehensive range of financial products and a high standard of service to 25 million customers. We are part of one of the world’s largest banks – Grupo Santander, which means we’re stronger than ever and looking to the future with confidence. The Valuation Risk Group sits within Market Risk and is primarily responsible for independent price verification (IPV) across all asset classes and the calculation of Credit Valuation Adjustments (CVA). This role sits within a team of four, giving opportunities for exposure to diverse portfolios Read more […]
Credit Risk Officer recruitment
Credit Risk Officer Build your career in one of the fastest growing divisions in our Credit Risk Office (CRO). We are a small department and a very small team, so the successful candidate—in addition to the baseline credit officer role—will need to be flexible and hardworking enough to pick up any aspect of running the business.Credit Suisse values internal mobility, so we’ll give you exposure to other bank functions to further your knowledge and career.Credit SuisseAs one of the world’s leading financial services group, Credit Suisse provides its clients with investment banking, private Read more […]
Market Risk Analyst (contract) recruitment
The role focuses on development and implementation of market risk methodologies. The first major project will be the implementation of the Bank’s Basel III CVA VaR strategy. The responsibilities will include: • Working with Senior Risk Managers and Quants to develop key CVA VaR methodology • Performing self led analysis into the pros and cons of methodology enhancements• Proactively developing solutions to negative aspects of model behaviour• Compiling and presenting road shows for Senior management covering regulatory impacts, key methodology features capital implications • Reviewing Read more […]
Portfolio Risk Assistant recruitment
RISKTRW119295 Portfolio Risk Assistant A new role has opened in one of the world’s biggest global Investment Manager as a Portfolio Risk Assistant for a contract role. You will provide day to day support to Portfolio Risk and Analytics team. You will need good data handling skills, great interpersonal skills and an excellent team player. Key Responsibilities – To provide day to day support to Portfolio Risk and Analytics team – Updating formatting excel s/sheets – Inputting / extracting information in / out of Access databases – Electronic record keeping – Read more […]
Quant analyst – credit risk – London recruitment
Credit risk and counterparty risk across all asset classes and a wide selection of derivatives will be analysed closely in tandem with front office business traders, structurers, risk managers and other quant analysts.Quant analysis, credit risk and counterparty risk mitigation, explanation and advice will be generated by this team which is responsible for risk management, quant analysis and participation in counterparty risk analytics tools and infrastructure development.Previous experience in credit risk, counterparty risk and derivative products across various markets and asset classes is essential.The Read more […]
Global Markets Operational Risk Oversight Manager recruitment
We currently have an exceptional opportunity within our Global Markets Operational Risk and Internal Control (ORIC) team for an experienced professional to play a key role in managing the operational risk profile across GM. Key duties will include:Oversee and assist senior management within Global Markets front-to-back to identify, quantify and manage the Operational Risk profile of their business. Engage in key change management initiatives to ensure that operational risk exposure is considered and addressed. Perform independent reviews and provide assurance that key controls are designed and Read more […]
Risk Manager – Enterprise Risk recruitment
Supporting the development/ evolution of the risk management framework The Banks’ overall risk appetite. The High Level Risk Assessment process and Bank’s Top 10 Risk analysis.Maintenance of the Bank’s Risk register and other processes including ACC List and KRIs The smooth operation of the New Products and Services Committee Recovery Resolution planning processes ( regulatory requirement commencing June 2012). Supporting the Risk Management department reporting to various Committees Boards as required. Giving good input to the Bank’s management concerning the appropriate development of the Read more […]