Market Risk Analyst (Derivatives) recruitment
The successful candidate will:-Conduct in depth, granular review, validation and proposal of model parameters for VaR margin parameters, stress tests and potentially collateral management functions.-Defining business requirements and clear specifications for VaR model upgrades and enhancements. -Specification and setting IT requirement for implementing new model features. -Assist and consult product development integrating new features into VaR, SPAN and intraday risk systems. -Contribute strongly to “hands-on” and ad-hoc requests for development and solutions in time-critical situations. -Documentation Read more […]
Credit Risk Partner – London – 220k recruitment
My client, a world leading consulting firm, with a leading name in Risk as well as the leading innovative tools/software in the market are looking to hire at Partner level to facilitate next phase of growth. They have been successfully growing as the Basel market grows in key areas such as Economic Capital, Portfolio Analytics and Model Development and Validation within its European base bringing in multimillion pound revenues from projects across the EMEA region. They are now focussing on hiring a Partner to focus their successful franchise on the current emphasis on the Basel 2.5 and III market Read more […]
Market Risk – VaR – VP – Top Tier Bank recruitment
Role RequirementsThe successful candidate will have extensive experience in Market Risk covering all asset classes and have the presence and leadership abilities to lead training of junior memebers and represent the team to key stakeholders.He/she will have an in depth understanding of VaR, Stressed VaR, IRC and be able to analyse and understand its drivers down to product level for subsequent discussion to ascertain trading strategies. Candidate RequirementsMy client is looking for candidates with a 1st class academic background with proven Investment Banking experience in Market Risk working Read more […]
EPE IMM Model Validator, UK. 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 […]
Country Risk VP recruitment
This role sits on a new team responsible for managing the Firm’s risk generated by its activities in different countries across the Globe. This role will ensure that the Firm has a global Country Risk framework that allows it to identify measure, monitor and manage country risk. It will ensure that the framework is applied consistently, working closely with all the regional stakeholders. This is an opportunity to join a small team offering the successful candidate a clear career path and great internal visibility.The Role:Assistance in the completion and roll out of a comprehensive, global country Read more […]
Credit Risk Capital and Reporting – Vice President recruitment
Morgan Stanley seeks a candidate for a role in the Credit Risk Department located in London. The department is responsible for evaluating and monitoring the counterparty risk of the EMEA client base as well as the exposure on the UK regulated entities. This opportunity exists to join the Credit Capital Reporting team and be responsible for the risk reporting and Basel II/III requirements of the Credit Department.Primary Responsibilities: • Production of daily/monthly Basel II credit risk capital adequacy calculations • Capital impact analysis • Internal Model Methodology (IMM) waiver compliance Read more […]
Manager – Credit Risk Modelling recruitment
– Leading Retail Bank are looking for a Credit Modeling Specialist – . A leading Edinburgh-based retail bank has a fantastic opportunity for a Credit Manager to head up their Wholesale and International Credit Modelling team. The role sits within a team that builds and validates statistical credit model which support the commercial strategy. If you have had experience modelling on the retail side covering mortgages, credit cards, unsecured loans, or you have experience on the commercial side dealing with a range of customers including large unrated corporates, specialist lending, sovereign, banks Read more […]
Counterparty Credit Risk Manager recruitment
Leading Investment Bank is seeking an experienced Credit Risk Manager to join its Credit Risk Management Team. Credit Risk Management team is responsible for the monitoring and reporting of the banks counterparties and manage credit risk exposures. Day to day responsibilities include management of exposure related to credit systems, as well as credit request and management of the bank on a global level. The candidate is also required to assist with the development, implementation, and coordination of management information. The successful candidate is required to have an in depth understanding Read more […]
Specialist Market Risk Analyst AVP/VP – Executive Analysis – Successful Tier 1 European Bank – London recruitment
The team work alongside IT, Front Office, Regulatory Risk and other risk groups in an almost clockwork like fashion to deliver a bespoke strategic output.Key Responsibilities• To be able to analyse movements and drivers of VaR, Stressed VaR, IRC and to ascertain trading strategies behind such positions • Understanding products and strategies and measures including Greeks, Sensitivities and stress testing • Build strong relationships with other risk groups and senior management Ideal Skills • Degree in a quantitative discipline, MSc preferred. • Solid background in risk management Read more […]
Associate Director – Credit Analysis recruitment
Working in the team that supports the front office with fundamental analysis, you will be responsible for the credit assessment of corporate lending transactions and monitoring credit quality of a portfolio of European companies. Furthermore, you will ensure timely and high quality support of credit assessment requirements related to new customers.In addition, you will be required to assist with accurate and timely compliance with internal rules and reporting procedures, including provision of relevant support required for external and internal regulatory / audit assessments.You will also be required Read more […]