We currently have an extremely interesting opportunity to join an excellent global setup, within their Quantitative Counterparty Risk Team on a permanent basis in London.
They are a team of quantitative modellers, covering market, liquidity and counterparty risk. The key focus on this role will be on the Counterparty side, across various asset classes, including work on IMM models, working on EEPE, CVA, Remediation and Back Testing.
This position is ideally suited to someone autonomous, able to lead naturally but more from an expert point of view than pure people management. Your skills and experience will allow for good hands on modelling with the ability to oversee, make decisions, mentor and coordinate.
The role will involve:
- Investigating, analysing and designing risk methods - to capture risks whilst taking into account systems and other variables - Leading methodology projects, gathering and documenting requirements - Regulatory interaction, also working with Front Office and Risk Managers. - Working on code design, development and testing changes to implement risk methods in the risk systems. - Working with Quality Assurance for risk measurement covering backtesting for example. - Being part of a strong international and global set up
- Strong knowledge within Quantitative Counterparty Risk, although transferable Market Risk experience could also be of interest. - Proven background and track record within Quantitative Modelling - Backtesting methodology, but also collateral modelling and initial margin models are highly desirable - C# or C++ and Python for designing and implementing models - Strong communication skills, able to speak to various teams and stakeholders internally and externally
Please do get in touch now to discuss, the role is open to both local and international candidates. So this could be for either someone already established in London or a nice first role here in the UK.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.