Credit Risk Data Analyst recruitment
This role sits within the Credit Portfolio Analytics team of a leading Financial Institution which is responsible for designing, estimating, validating and implementing PD, EAD and LGD Models. The principal responsibility of this role will be to source, develop and apply credit risk data used to support the use of these models across the bank. Other responsibilities will include:Ensuring all aspects of data delivery are accurate, complete and timely.Constructing model build datasets, compiling Management Information, and KPI packs.Ensuring Data Validation documents adhere to Model Risk Governance Read more […]
Director of Risk recruitment
Our client is a financial services company with two main business lines – a brokerage division as well as an Investment Management arm.To be successful for this role, you will have:- At least 10+ years experience in risk within a leading brokerage firm- Well-rounded experience in all aspects of risk, such as Market risk and Operational risk- Superb interpersonal skills as well as demonstrating a strong work ethicIn addition, you will have strong analytical and communication skills, as well as an excellent ability to work independently.Our client offers long term career growth, an attractive Read more […]
~~~ PhD Quants Needed – Several Vacancies ~~~ recruitment
As the market has been picking up, a number of our key clients are looking to fill vacancies across various areas. These roles are at different levels and require different skill sets but some of the roles that could be of interest are as follows:- Quantitative VaR Modelling at city based investment bank- Cross Asset Pricing Model Validation Quant top tier investment banks (Junior level up to Director) – CVA Quant at a leading investment bank- Hedge Fund Market Risk Manager with Quantitative element- Junior PhD from Oxbridge University for entry level Quant roleCandidates with a variety of skill Read more […]
Credit Exposure Analyst – Basel 3 recruitment
Working closely with other team members you will be responsible for developing and improving the existing backtesting reporting process to comply with Basel III requirements. which will includeocarrying out all data preparation steps ocarrying out periodic movement analysis, oinvestigating reasons for movements opreparing the first versions of the regular reports *Liaising with stakeholders You must have* Good working understanding of the main derivative products and credit exposure methodologies. * Experience working in a top tier investment bank in a similar role * Prior experience in Market Read more […]
Credit Risk Project Manager, VP recruitment
The role involves management of a number of strategic CTB projects, including regulatory requirements, process re-engineering and system enhancements. These will require both attention to detail and the ability to interact and influence senior management as required. Driving project management and business analysis activities relating to enhancements of the banks Credit Risk framework Stakeholder management (e.g. Front office, Credit Risk Officers, Finance) to prioritise and drive projects Implementation and management of Quality Controls across the end-to-end Credit process Ensuring optimal balance Read more […]
IRC Quant recruitment
Top Tier Institution is looking for a highly skilled Quantitative Analyst to join their Incremental Risk Charge Program. The select candidate will have the following knowledge and skills: • Incremental Risk Charge (IRC) • Quantitative Finance Skills • Pricing • Modelling • C++ • VBA Day Rate is extremely attractive.
Incremental Risk Charge Modeller recruitment
Incremental Risk Charge ModellerAn immediate opportunity has arisen for an experienced Incremental Risk Charge Modeller to join our client, a major financial services company based in LondonKey responsibilities of the Incremental Risk Charge Modeller job will include: :-The development and implementation of the required enhancements to the IRC model.-The system testing of the IRC solution.-The creation and maintenance of detailed model documentation, testing documentation and user manuals.-Any training required by the model users-Ensuring that the project remains on track by continually providing Read more […]
Senior Equities / Hedge Fund Investment Risk Analyst recruitment
Senior Equities Investment Risk AnalystFor a leading Investment BankSalary: 65K – 80K Base, Excellent total compensationLocation: London I am seeking a Senior Hede Fund / Equities Risk Analyst for a leading Investment bank based in London. This role will pay a very competitive base salary and bonus for the right individual. This will be a great opportunity to work in a collegiate and growing area. The jobholder will be part of the Risk team, reporting directly to the EMEA Head of Market Risk. The successful candidate will work with the Risk team and alongside the Investment team to analyse, Read more […]
RMBS Credit Analyst recruitment
Based in London, you will mainly focus on rating new European RMBS. The duties for the role include, collecting and analyzing portfolio data, the review of legal documentation and analysis of the transaction structure as well as communication with counterpartiesRole Overview:Within this position you will conduct an in-depth quantitative credit risk analysis of the RMBS portfolio assets. Additionally you will consider the individual transaction waterfall, as well as interest rate and/or currency mismatches between the portfolio assets and the structured finance bonds as part of cash flow modelling Read more […]
Junior Economic Capital Analyst recruitment
You will be responsible for taking ownership of the monthly data feeds to ensure accuracy and completeness for the monthly EC calculations, running EC models, performing analysis on key movements and explaining underlyingtrends, explaining movements and trends in credit risk economic capital, reconciliation of data feeds and ensure complete coverage and consistency with monthly regulatory capital calculations.You will have a strong understanding of credit risk and capital, previous experience in a similar role in a leading investment bank and experience with Excel and ideally Access and VBA.For Read more […]