VP CCR Quantitative Analyst – Cross Asset – London – Competitive Package recruitment
Taking into consideration regulatory changes, this team has a large a number of projects on the go at the moment with further projects in the pipeline. Providing an environment in which the right candidate will thrive and get involved with a number of exciting projects as the team moves forward. We are looking for a dynamic hand on candidate that will enjoy the fast passed and high level of intelligence that the team offers.
The role will involve: -
-Responding to questions on reported exposure and assisting with portfolio exposure analysis.
-Creating new exposure models for the credit system.
-Dealing with structured and non-structured transactions.
-Working closely with the Risk and CVA teams.
-Support structured and non-standard transactions.
-Explaining the effects of complex models in plain English to business users, and provide analytic consulting services to business partners.
Ideally the Candidate will have:-
-Great communication skills
-Excellent product knowledge
-A Quantitative background
-Experience in Risk Management
-A Masters or PhD degree in a quantitative discipline or finance
-Strong computer skills, Microsoft Excel, ideally VBA macros and functions
If this is you, send through you CV by clicking the Apply Bottom and someone will be in touch.