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Voir les 25 annonces d'emploi de SELBY-JENNINGS-LONDON
Junior Quantitative Analyst in ABS and Credit Risk Models-London-Circa: £60,000 + Significant bonus structures
Within this leading European Investment Bank the Group Risk Management team is looking to expand massively in London and throughout the rest of Europe.
The successful candidate will be offered exceptional training, which will be tailored to ensure that candidate will gain as much exposure and provided with peers who will be able to take that individual under their wing during the first 6 months.
These peers are likely to be Directors/Senior Management who can offer that individual insight into how other business functions work, so that individual can gain an all round perspective of the role.
Key Responsibilities of the ABS and Credit Quant Analyst role:
-Ensure adequate pricing and risk management by analyzing and validating all models used for official valuation and risk reporting for credit and credit-related hybrid instruments
-Contribute to and subsequently take on model development and validation and trade approval concerning model issues, including the testing of pricing models used for the calculation of the Bank's official P&L and risk figures. Responsibilities in this regard will include:
-Analysis and evaluation of the underlying assumptions and the mathematics of pricing models developed by the front office, or present in trading systems.
-Testing the implementation of such models, usually through the development and implementation of independent benchmark models.
-Identifying potential model weaknesses and proposing appropriate action.
-Analyzing and valuing complex structured credit deals, possibly with third party software
-Contributing to overall model and infrastructure developments of the team.
Requirements of the ABS and Credit Quant Analyst role:
-A strong quantitative background (with MSc or higher in Mathematics, Physics or Engineering).
-Good IT skills, with some knowledge of C++ highly desirable.
-Experience in a banking environment.
The Person:
-Good communications skills.
-Team player, but able to work independently.
-Have strong leadership skills, as candidate will be expected to be managing his/her own team eventually.
Key words:
Quantitative; Analyst; Asset Back Securities; Credit Derivatives; Modeling; London; Europe; Vice President; Risk.
To apply for this Credit Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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