VP, Quantitative Analyst - Credit Risk
A leading international bank is looking for a VP Credit Risk Quantitative Analyst to manage the validation of quantitative models. The role offers an exciting opportunity to work and collaborate as part of a prestigious global team.
Some of the key responsibilities of the role will include the following although this is not an exhaustive list:
- Responsibility for the management of model validation relating to Counterparty Credit Risk
- Suggesting improvements or alternative models when required
- Be responsible for the preparation of accurate and concise documentation for senior stakeholders within the business
It is essential that you have previous Counterparty Credit Risk experience. Strong knowledge of IMM Models would be highly advantageous. You will also need to have a robust understanding of financial mathematics for the purpose of derivatives pricing and risk. This includes understanding of the associated numerical methods such as numerical integration and Monte Carlo.
In return you can expect to receive a starting salary of £95,000-£120,000 pa (depending on experience) plus bonus and benefits. There are also excellent career progression opportunities from this position.