| Job Title: | Counterparty Credit Risk Manager |
|---|---|
| Reference: | mnmbnnbmbnbvnv |
| Salary: | Highly Competitive |
| Location(s): | City of London |
| Industry(s): | Banking |
| Advertiser: | Selby Jennings |
| Employment Type: | Permanent |
| Posted: | 03-09-2008 |
Description:
A prestigious European investment bank is looking for a junior risk manager to join their front office Counterparty credit exposure team. Based on the trading floor covering Equity, Credit, Interest rates and FX derivatives, the Credit Risk Manager will be responsible for working with the traders to manage key counterparty exposure, evaluate extraordinary trade requests and review risk methodology and strategy. The team are involved in business critical analysis of potential future exposure (PFE) and counterparty exposure management, and play a key role in minting sustainable P&L.The counterparty credit exposure manager will cover all commodities and fixed income exotic, vanilla and cross asset hybrid trading desks, and be based on the fixed income trading floor. The ideal candidate must have
· detailed knowledge on PFE and / or exposure management
· quantitative academic background (MSc / DEA / PhD or equivalent)
· Counterparty risk knowledge
It is likely that you will be looking to move towards to a commercial position within a front office environment. Progression opportunities into trading or structuring sales roles available to exceptional candidates. Please send your Word Doc CV to jobs@selbyjennings.com
www.selbyjennings.com
