Counterparty Credit Risk Quant Analytics IR FX
- London, England, United Kingdom
- Permanent, Full time
- ITS-City Ltd
- 18 Feb 18 2018-02-18
Counterparty Credit Risk Quantitative Analytics required at this leading Investment Bank specialising on IR and FX derivatives
CCR Quant Analytics equired at Leading Investment Bank. You will join a small team of Quants.
Your key responsibilities will include CCR Quant Modelling, Research, design and prototype risk methodologies, respecting the aims of accurately capturing market or counterparty risks;
With a view to facilitate downstream model validation, ensure that all required developmental evidences are produced, thereby justifying and documenting all methodological choices, any underlying assumptions or approximations, as well as model limitations
Fundamental derivative pricing knowledge required in either Interest Rates IR and Fx Foreign Exchange
You will also work closely with Model Validation & IT teams helping to design, develop and test code changes required to implement the risk methods in the team’s proprietary library (C#) C++ experience welcomed and ultimately within the production risk systems
All applicants must possess a strong academic background with a track record of multi-tasking.
To apply for this post either.
Contact : Ben Baxter
Email : firstname.lastname@example.org
Call :0203 176 6647