Financial Engineer – Counterparty Exposure Management recruitment
The Group are responsible for global Credit and Market risk with ultimate responsibility for the methodology and development of the appropriate models. Working with a team of Financial Engineers tasked with the development and validation of counter-party credit risk models you will be responsible for providing analysis of model requirements, defining product pricing models and model validation tests. Essential to the role is previous counter party credit risk experience able to work across the whole life cycle dealing with data issues, model validation, research across asset classes. This team Read more […]
Market Risk Analyst / Market Risk Consultant – High Profile Fixed Income Team, Tier One Investment Bank recruitment
Market Risk Analyst / Market Risk Consultant – High Profile Fixed Income Team, Tier One Investment BankIntroduction: Montash Associates have been engaged by a leading Tier One Investment Bank to assist in the acquisition of a skilled Market Risk Analyst to join a high profile Fixed Income Risk Management group, providing transparency and dynamic analysis of a variety of risks to senior business stakeholders. The Organisation: A Leader in the Investment Banking world; centered out of Europe, this bank specialises in Fixed Income, and is renowned for hiring exceptional individuals across all divisions.The Read more […]
Quantitative Analytics Manager recruitment
The successful candidate will be responsible for developing methods for calculating robust and practical measures of Through the Cycle Expected Loss for Wholesale and International potfolios.Key Responsibilities;Play a key role in the development of Through the Cycle Expected Loss (TtC EL) metrics across Wholesale International banking operations, supporting the measurement of portfolio credit risk on a ‘cycle-neutral’ basisEstablish developments required beyond today’s model landscape, comprising existing and planned PD models, and the LGD model framework currently in developmentUnderstand Read more […]
Impairments Modeller, London, Retail Banking, SAS/Basel, £550 recruitment
A key banking client urgently requires an Impairments Modeller to join a Retail Banking Modelling team to review and develop the banks retail impairment models. This position is 6 month rolling contract paying £550+ per day.The candidate will have the following essential skills/experience:Experience of developing Impairment Models (Expected Loss or Basel) using SASRetail banking experienceScorecard modelling experienceComprehensive and broad knowledge of consumer lending products and markets, with particular emphasis on the Basel II Accord and IFRS9 impacts.This is an exciting opportunity for Read more […]
VP / Senior VP – Country Risk Officer recruitment
An excellent opportunity has arisen for a seasoned country risk analyst to join an exciting new team within a highly reputable and growing investment banking brand.Individuals will be highly motivated, be excellent communicators and have a strong country / sovereign risk analytical skillset.Strong regulatory knowledge along with proven experience across different geographies and countries.This is an excellent opportunity to shape / grow out the country risk offering within the organisation and develop senior relationships with the business.Please call Vince Daphu at MC Partners / upload an updated Read more […]
Trading Market Risk / Risk Control Senior Analyst 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 24 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 Trading Market Risk department in the Risk Division is a dynamic and leading edge function supporting and adding value to the business. The businesses trade an extensive portfolio of Equity, Interest Rate, Credit, Property and Hybrid Derivatives. The team is looking for a Senior Analyst Read more […]
Manager / Senior Manager – RWA & Capital Management recruitment
The Role- Reviewing and validate counterparty risk exposure methodologies and associated fair value adjustments (CVA / DVA / FVA / RWA)- Management and report on CVA/DVA and RWA calculation (Basel II and Basel III) and/or corresponding Pillar II and Pillar III reporting in respect to Counterparty Credit Risk- Providing advice on business improvement initiatives in the areas of revenue, risk, capital, balance sheet, RWA, economic capital and costs. This can be at business, desk, trader or book levels.- Performing model validation for credit risk models across different asset classes- Reviewing Read more […]
Market Risk Manager / Associate Director (Fluent in Japanese) recruitment
Core responsibilities: Identify, measure and monitor market risks and funding liquidity risksPrepare risk management reports and supporting analysis on the positions held by the bank’s treasury and trading division Carry out / review the business cycle that Sarbanes Oxley controls Source and validate independent and relevant market data for revaluations and risk modellingRequirements:Fluent JapaneseBachelor DegreePrevious significant experience in market risk management, including PL and VaR analysisStrong cross asset knowledge of financial products (particularly FX and interest rate products)Advanced Read more […]
Associate Director – Non Traded Market Risk Manager recruitment
The Role• The jobholder will work as part of a dynamic team whose proactive and innovative risk portfolio management approach will inform key business decisions and help to create and maximise value across Banking. • The Senior Market Liquidity Risk Manager will help to identify and control all non-traded market risks within the UK Retail Banking balance sheet. • They will communicate the risks clearly to management, develop strategies to control and mitigate them in line with agreed risk appetite and ensure that an appropriate level of capital is maintained. • The role-holder Read more […]
Senior Manager, Risk & Regulatory Practice recruitment
Manager/Senior Manager, Risk Regulatory Practice – Scotland Northern IrelandBased in Scotland , you will be working within our Risk Regulatory Practice specialises in assisting firms in the development of their governance and enterprise-wide risk arrangements. My client’s focus is around Operational, Regulatory and Enterprise Risk and is split between Risk and Regulatory Risk teams. The company teams work with a broad range of clients across all financial services sectors providing a range of advisory products and services, including the assessment and design of risk and compliance frameworks Read more […]