Risk Model Validation recruitment
Covering EPE/PFE and Monte Carlo models your responsibilities would include:Completing model reviews, documentation and communicating key findings internallyYou will also be required to ensure previously approved models continue to behave as expected, including backtesting You must have solid experience within a Financial organisation / Software House of development / validation of market risk or counterparty credit risk models and experience of using SQL, VBA and a statistical package.Empiric Solutions were established in 2005 and are one of the foremost providers of niche and specialist recruitment Read more […]
Sales Director Risk Solutions recruitment
We are looking for a Director of Sales to focus on selling Standard Poor’s Risk Solutions’ capabilities in Northern Europe Skills Significant experience working in a Risk Management business development position. SME experience of Risk Management topics such as counterparty risk analysis, rating methodologies, PD models, recovery analysis, Basel II/III regulatory framework, ICAAP. Fluency in French and English is required..
Global Fraud Risk Controller recruitment
Global Fraud Risk ControllerOperational Risk Control (ORC) is an independent function which is responsible for the implementation of the Operational Risk Framework across UBS. The Fraud Risk Control team is a new addition to the ORC function and will be focussed on helping to manage and mitigate the main fraud risks across the Group. We have created three new global positions within Fraud Risk Control, responsible for developing, implementing and continually improving our Global anti fraud measures aligned to three key business areas. The roles will be aligned to the Investment Bank Global Read more […]
Quant Analyst, CVA, Equity at FX Derivatives, Tech:C++, 70k base recruitment
CVA Quant, 3 years experience, Strong C++, Financial Derivatives, Software Development HouseVacancy: I am looking for a Quantitative Analyst who has had experience working on CVA products for more than 2 years, and who is interested in a career change. This opportunity is at a software development house who specialise in financial derivatives, and lead the market in terms of how advanced they are in analytics. Their clients are all the top investment banks, as well as certain companies and funds on the buy side. This company embodies a corporate culture skin to that of the buy side casual, laid Read more […]
Senior Credit Risk Associate position at top City Brokerage recruitment
A top London based brokerage requires a Senior Credit Risk Analyst to join their team, focusing primarily on credit analysis of hedge funds and private investment vehicles. The firms Global coverage gives access to over 500 financial derivatives contracts and 200 commodities derivatives contracts to its clients, allowing a one-stop service to optimise the management of their financial transactions.Working within a team of 7, the Senior Credit Risk Associate will be performing detailed credit analysis to review existing and new client files and make credit approval decisions. The individual Read more […]
*Urgent* Risk Modelling Contractor LGD – Loss Given Default Modeller – Mortgages, Basel and SAS – London or Netherlands recruitment
• LGD (Loss Given Default) Modelling • Modelling experience on retail products – MUST include mortgages • Knowledge of Basel regulations • Skilled in SAS If you do not meet all of these 4 skills, please do not apply as they are ALL PREREQUISITE. This is a fairly urgent hire for my client so the interview process will be sharp and concise. The successful candidate will be working on unsecured, LGD modelling to Basel regulations in SAS. If you would be interested in discussing this further, please send a CV and a paragraph detailing your suitability to Sammy @ skhelil@westbourne-partners.com Read more […]
World Leading Consulting Firm – Risk Management – 90k to 110k – recruitment
My client, one of the leading consulting firms in the world, has enjoyed phenomenal growth across IB due to its enviable position in capital markets and developing unique methodology and tools that have taken the FS industry by storm during the advent of Basel III and 2.5. I am working with a global partner who is keen to use this growth to deepen relationships and look at other key markets such as asset management – where my client also has a major client base. They are also looking to offer Leadership tracks in a team ambitious for growth and enhancing reputation. They are looking for candidates Read more […]
Economic Capital Analyst recruitment
The Portfolio function was established to better understand the shape and allocation of the Bank’s risk: to identify and model the potential shocks that could affect the portfolio. A portfolio risk view allows management to understand the direction of the exposures being taken on a sector, geography and product basis, across lending, derivatives and trading positions.The Economic Capital team provide support to Group Risk and Finance in the calculation of Risk Weighted Assets (RWAs) Economic Capital and coordinating the various forms of stress testing analysis undertaken within Credit Risk.Responsibilities Read more […]
Senior Credit Risk Quant recruitment
These 2 positions will be reporting to the Head of Credit Risk Strategy who is based in London. The team is permanently evolving and their main responsibility is look at credit risk strategy and framework. The team is 19 strong and are in the middle of upskilling their business, whereby they have already hired 6 credit risk analysts in the last 5 months. The Head of desk role will be managing 3 credit risk quants including the new hire. Essential experience: – Credit Risk background, however profiles from market risk is also interesting. The Client is keen to add new skillsets to the team. – Strong Read more […]
VP – Market Risk – CVA / Counterparty Exposure Management recruitment
The RoleCarrying out analysis of CVA, applying hedging strategies factoring in sensitivitiesInvestigating into various CVA modelling/pricing issues such as right/wrong-way risk, correlation and volatility inputs, set-off strategyLook into Basel 3 impact on capital for counterparty risk on trades as well as DVA and funding adjustment.Look into PFE Collaterised namesInterpret stress results and VaR analysisCommunicate with senior stakeholders within the business, selling the practicalities of the CVA deskThe CandidatePrevious experience within CVA from a Market Risk perspective and / or Counterparty Read more […]