VP Exposure Management recruitment

You will be responsible for counterparty risk quantification on all asset classes, calibration of model parameters, production of backtesting, participating in various strategic initiatives, etc.

You will has excellent academics in mathematical finance, financial engineering or equivalent, experience working in a top tier financial institution, understanding of both market and credit risk and strong knowledge of derivatives from risk perspective.

For further information, please contact Ivana Nestorova on ivana.nestorova@eamesconsulting.com or 02070923292