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See SELBY-JENNINGS-LONDON 280 Job offers
Credit Modellers VP level and above-London-Salary: Dependant on Experience
Leading German banks seeks top Credit Risk Modellers to join their Exposure Management teams at VP level and above. The bank has openings in 3 different teams across the globe.
This top Bank is seeking someone to analysis all their derivative trades across all asset classes.
The bank wants to see PhD graduates to VP level. If you are looking for a Front office Credit Risk position that gives you interaction with traders then this will be the job the for you.
The position includes decision-making authority and responsibility to manage counterparty portfolios by rejecting trades deemed to be too risky or by recommending risk reducing trades.
Role:
-Provide analysis of credit risk of individual derivative trades, typically structured, across all products in the firm-fixed income, equities, commodities, emerging markets, asset-backed and foreign exchange for transaction approval and counterparty portfolio assessment.
-Devise and perform appropriate scenario analyses and stress tests across portfolios of counterparties and business lines.
-Participate in discussions of risk mitigation for structured transactions.
-Active involvement with other members in Exposure Management and other groups on methodology development.
-Coordinate across regions to produce time-sensitive analysis under tight deadlines
Ideal Candidate:
-Several years experience in a similar role preferable,
-Knowledge of PFE or PE,
-Solid mathematical skills including probability and statistics,
-Strong derivative product knowledge across all asset classes and knowledge of financial markets, traded products, and risk concepts,
-Excellent interpersonal and analytical skills & a team player,
-Willing to work under pressure,
-Experienced in methodology development for financial products and ability to communicate technical documents to non-technical audiences,
-Understanding of various pricing models.
The bank will look at people who have a Market Risk or CVA background.
Please send all enquiries by mail.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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