Tier One Investment Bank looking for Credit Risk Reporters (VP) recruitment
The first role involves redesigning and implementing a new backtesting reporting process which will be fit for transition into Basel III. The role requires exceptional product knowledge and spans all asset classes. The candidate will be carrying out periodic movement analysis on the portfolio and therefore, applicants must be familiar with EEPE and PFE.A MSc in a quantitative discipline from a highly respected university is required.Candidates must also have a good working understanding of the main derivative products and credit exposure methodologies.The second role involves producing risk Read more […]