VP Risk Models Monitoring recruitment

You will be monitoring risk models performance against market movements, including PFE, EEPE, monitoring models inputs and outputs and manipulating the data. You will be joining a newly established team and hence you will participate in the development of processes, policies, governance and control structures, etc.

You will have strong understanding of credit, market and counterparty risk, excellent understanding of derivatives from risk perspective, ability to carry out analysis of EEPE and PFE, advanced Excel and Access skills. Excellent academics.

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