Counterparty Credit Risk Quantitative Analyst


Counterparty Credit Risk Quantitative Analyst

Job Title: Counterparty Credit Risk Quantitative Analyst
Contract Type: Permanent
Location: London
Salary: Senior VP Market Rate
Start Date: ASAP
Contact Name: Theo Poullai
Contact Email:
Job Published: January 27, 2017 16:06

Job Description

This team is responsible for the development of internal models for stress testing and counterparty credit risk measurement & capital calculation. 
  • Validation of IMM Models
  • Advising the business on enhancing and improvements to models
  • Provide documentation to senior management
  • Implementing financial models 
  • Liaising with Market Risk and Quantitative development teams to provide suggestions on alternative models and numericial methods
  • MSc OR PhD degree in a technical field
  • Strong knowledge of CCR/IMM
  • Knowledge on derivatives pricing
  • Understanding modelling techiques
  • Strong communication skills and able to work in a global function

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