Description
Are you seeking a new opportunity in Counterparty Credit Risk analysis?
We are seeking 2 exceptional individuals to work on 6 month daily rate contracts for City based Investment bank. You will be part of a team responsible for the development and monitoring of Counterparty credit risk exposure models and tools.
In this role, you will be able demonstrate your experience in being able to apply quantitative analysis to real business issues; you will already have gained experience in developing solutions within counterparty credit risk and derivatives. You will be able to apply quantitative aspects of financial mathematics and risk management with modelling techniques to implement solutions
Key skills and knowledge required include:
Broad exposure to pricing and calibration models, risk and capital models for a variety of products
Exposure to challenging quantitative problems such as modelling risks for derivatives
Developing, refining and maintaining models and analytics
Experience in implementing, test and productionizing models and analytics. This involves prototyping models, implementing them and designing tests to ensure the quality of implementation as well as tests for the continuous functioning of the models.
Excellent command of mathematics, modelling and numerical algorithms. Good knowledge of statistics and time series analysis a definite plus.
Proficient programming skills and experience with an Object Oriented programming language (C# or C++ preferred).
Strong written and verbal communication skills.
Self-motivated team player
Interviews for this role will be scheduled ASAP