| Job Title: | Quantitative Risk Analyst – Exposure and Portfolio Risk |
|---|---|
| Reference: | EJ0808-16 |
| Salary: | £80K equivalent base salary & benefits |
| Location(s): | London, London East, London North, London South, London West, Middlesex, City of London |
| Industry(s): | Financial Services, Risk |
| Advertiser: | IMSworldwide |
| Employment Type: | Permanent |
| Posted: | 21-08-2008 |
Description:
The Role:As quantitative subject matter expert for exposure modeling you will be the cornerstone for this team as they rebuild their risk management systems. This will encompass monitoring and mitigation of portfolio based market and credit risk. This role involves the whole range of interest rate, foreign exchange and credit instruments, with a strong bias towards sophisticated instruments and OTC derivatives.
The Company:
A leading European bank
The Candidate:
The successful candidate will have good experience of quantitative risk management most likely with portfolio credit risk modeling and VaR methodology. Will have good analytical skills and be an independent thinker. A good knowledge of MatLab / SAS or equivalent packages would be advantageous as would Excel VBA or Java. You will be a graduate with a degree or post-graduate qualification in a numerate/finance discipline with a clear ability for handling data and performing quantitative analysis.
