AVP - VP Quantitative Counterparty Risk Specialist | London

Selby Jennings
London (Greater)
19 Jun 2018
10 Jul 2018
Contract Type
Full Time
Job Description

AVP - VP Quantitative Counterparty Risk Specialist (Exposure Modelling) - London

Location - London

Salary - £60k - £120k+ bonus and benefits

A leading financial institution based in London is seeking an AVP and a VP quantitative counterparty risk specialist to work on the exposure modelling space. The role will report directly onto the Head of Counterparty Risk with a dotted reported line into the Head of Risk Modelling.

The position will gain an excellent amount of exposure internally as well as facing with multiple counterparts and key stake holders. With the group also looking to expand later in the year there is excellent potential for this to turn into a direct management position as opposed to a stand-alone specialist.

Ideal Background.....

  • Experience building or validating counterparty credit risk or market risk exposure models.

  • Good understanding of the Basel 2 and 3 IMM requirements.

  • Excellent quantitative academic qualifications (numerical/statistical)

  • Experience with OTC Derivatives

  • A strong knowledge of traded instruments, risk factor diffusion models, front office pricing models and exposure calculation methods.

  • Strong communication skills

  • Strong personality

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